Euronext Clearing is seeking a Head of Risk Model Validation to lead its model validation team in Rome or Milan, focusing on ensuring the integrity of risk models used in the clearing operations. The ideal candidate should possess strong quantitative skills, management experience, and a deep understanding of financial markets and risk indicators
Job Summary
This key management role requires strong quantitative and leadership skills to ensure the integrity of risk models for market, credit, and liquidity risk.
The successful candidate will manage an independent validation team in Rome or Milan while liaising with regulators and presenting findings to stakeholders.
Join a dynamic environment at the heart of European capital markets to contribute actively to risk management practices and support continuous improvement.
Matching Summary
Match Score: 85
Euronext Clearing is seeking a Head of Risk Model Validation to lead its model validation team in Rome or Milan, focusing on ensuring the integrity of risk models used in the clearing operations. The ideal candidate should possess strong quantitative skills, management experience, and a deep understanding of financial markets and risk indicators.
Skills & Requirements
Must-have
Manage independent validation of risk models
Analyze model changes using standardized approach
Develop sensitivity analysis and backtesting
Validate input data and implement process improvements
Liaise with regulators on model validation topics
Proficiency in Python, SQL, Matlab, or C++
Nice-to-have
Experience with Bloomberg and Reuters data providers
Strong analytical skills and critical thinking
Ability to motivate and support team members
Excellent communication and outcome-oriented approach
Key Requirements
Master's degree in quantitative finance, engineering, mathematics, statistics, or physics
Seven to ten years of experience in banking or financial services