Model Risk Specialist: Python, VaR

2 giorni fa

Roma, Lazio, Italia Cassa di Compensazione e Garanzia S.p.A. Tempo pieno 45.000 € - 55.000 € Contratto

Cassa di Compensazione e Garanzia S.p.A. in Rome is seeking a Model Risk – Specialist to independently validate risk models for market, credit and liquidity risk.

You will develop Python-based replications of margin and stress testing models and analyze significant model changes with clear recommendations. The role requires a Master’s degree in a quantitative field, 5-7 years in banking or finance, and strong programming (Python/SQL/Julia).