Model validation specialist- Roma
Salva questo lavoro e mantieni la tua ricerca organizzata
Crea un account gratuito per salvare lavori, creare avvisi e tornare a questa inserzione dalla tua dashboard.
- Prestigious and structured financial company
- Model validation specialist
Azienda
Our client is a prestigious and structured financial company with offices in Rome and Milan
Offerta
Key accountabilities:
- Independently validate risk models designed by LOD1used to measure market (mainly), credit risk and liquidity risk
- Timely analyse significant changes to a model through a standardize approach and issue recommendations/ suggest alternatives
- Programming replica algorithms of production Models
- Development and analysis of sensitivity tests, VaR backtesting, stress testing, reverse test testing
- Input data validation, implement process improvements to streamline data analysis and reporting
- Liaise with Regulators for MV topics
- Interact effectively with model designer and model developers (IT)
- Presenting findings and recommendations to management and stakeholders
- Anticipate the impacts of new business initiatives on the MV activities
Competenze ed esperienza
Your Profile:
- Master\'s Degree in Quantitative finance, Engineering, Mathematics, Statistics, Physics or equivalent
- Strong knowledge of financial markets and instruments, pricing, risk indicators
- 4-5 years of work experience in the banking or financial services industry, including regulators or consultancy firms
- Proficiency in Microsoft Office package
- Strong knowledge of programming languages ( e.g. Matlab, Phyton, SQL, Julia, C++)
- Strong analytical skills, critical thinking, and problem solving attitude
- Fluency in both spoken and written english
- Strong attitude to teamwork and ability to work well under pressure
- Excellent communication skills and outcome oriented
- Knowledge of info providers ( Bloomberg, Reuters)
Completa l\'offerta
- Permanent contract
- CCNL Credito
- Annual gross salary between 42.000 and 45.000 EUR.
- Ticket restaurant
Puoi presentare la candidatura se il ruolo è in linea con la tua esperienza.
Fatta eccezione per il caso in cui presenti la tua candidatura per posizioni riservate a categorie protette ai sensi della Legge 68/99 (nel qual caso ti chiediamo di inserire solo conferma della tua appartenenza a tali categorie, senza alcuna ulteriore informazione relativa alla salute o disabilità), la tua candidatura non deve contenere informazioni relative al tuo stato di salute, ivi inclusa l\'eventuale appartenenza a una categoria protetta, in quanto non rilevanti per la valutazione della candidatura.
-
Model validation specialist- Roma
1 giorno fa
Rome, Lazio, Italia Michael Page International Italia S.r.l. Tempo pienoPrestigious and structured financial companyModel validation specialistAziendaOur client is a prestigious and structured financial company with offices in Rome and MilanPer candidarsi, è sufficiente leggere la seguente descrizione del lavoro e assicurarsi di allegare i documenti pertinenti.OffertaKey accountabilities:Independently validate risk models...
-
Model validation specialist- Roma
4 giorni fa
rome, lazio, Italia Altro Tempo pienoPrestigious and structured financial companyModel validation specialistAzienda Our client is a prestigious and structured financial company with offices in Rome and MilanOfferta Key accountabilities:Independently validate risk models designed by LOD1used to measure market (mainly), credit risk and liquidity riskTimely analyse significant changes to a model...
-
Model validation specialist- Roma
1 giorno fa
Rome, Lazio, Italia Michael Page International Italia S.r.l. Tempo pienoPrestigious and structured financial companyModel validation specialistAziendaOur client is a prestigious and structured financial company with offices in Rome and MilanOffertaKey accountabilities:Independently validate risk models designed by LOD1used to measure market (mainly), credit risk and liquidity riskTimely analyse significant changes to a model...
-
Model validation specialist- Roma
1 giorno fa
Rome, Lazio, Italia Michael Page International Italia S.r.l. Tempo pienoPrestigious and structured financial companyModel validation specialistAziendaOur client is a prestigious and structured financial company with offices in Rome and MilanOffertaKey accountabilities:Independently validate risk models designed by LOD1used to measure market (mainly), credit risk and liquidity riskTimely analyse significant changes to a model...
-
Model validation specialist- Roma
6 giorni fa
rome, lazio, Italia Michael Page Tempo pienoOur client is a prestigious and structured financial company with offices in Rome and Milan
-
rome, lazio, Italia Euronext Tempo pienoJoin us as a Model validation senior specialist!Are you ready to shape the future of capital markets? We are looking for a Model validation senior specialist to join the Model Risk LOD2 Team in Rome. This is a position offering an exciting opportunity to contribute to our mission.Key accountabilities Independently validate the risk models designed by...
-
Rome, Lazio, Italia Euronext Tempo pienoJoin us as a Model validation senior specialist!Può ottenere maggiori dettagli sulla natura di questa posizione e sui requisiti per i candidati leggendo quanto segue.Are you ready to shape the future of capital markets? We are looking for a Model validation senior specialist to join the Model Risk LOD2 Team in Rome. This is a position offering an exciting...
-
Senior Model Validation Specialist
11 ore fa
Rome, Lazio, Italia Euronext Tempo pienoA financial services company in Rome is seeking a Model validation senior specialist to validate risk models used to measure various risks.La preghiamo di leggere attentamente la panoramica e i requisiti per questa opportunità di lavoro riportati di seguito.This role requires a Master's degree in a quantitative field, fluency in English, and 5-7 years'...
-
rome, lazio, Italia Euronext Tempo pienoJoin us as a Model validation senior specialist!Are you ready to shape the future of capital markets? We are looking for a Model validation senior specialist to join the Model Risk LOD2 Team in Rome. This is a position offering an exciting opportunity to contribute to our mission.Key accountabilities Independently validate the risk models designed by...
-
Senior Model Validation Specialist
1 giorno fa
rome, lazio, Italia Euronext Tempo pienoA financial services company in Rome is seeking a Model validation senior specialist to validate risk models used to measure various risks. This role requires a Master's degree in a quantitative field, fluency in English, and 5-7 years' experience in the financial sector. You will conduct analyses, provide recommendations, and interact with regulators. The...
