7-10 years banking or financial services experience
Proficiency in matlab python sql julia c++
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Euronext Clearing is seeking a Head of Model Validation to lead the model validation team in either Rome or Milan, focusing on ensuring the robustness of risk models related to market, credit, and liquidity risks. The role requires strong quantitative skills, team leadership, and experience in the financial services industry, along with proficiency in various programming languages.
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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 independent model validation, liaise with regulators, and present findings to support decision-making at Euronext Clearing.
Join a dynamic environment at the heart of European capital markets with opportunities for continuous learning and contributing to the safety of clearing operations.
Matching Summary
Match Score: 75
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Euronext Clearing is seeking a Head of Model Validation to lead the model validation team in either Rome or Milan, focusing on ensuring the robustness of risk models related to market, credit, and liquidity risks. The role requires strong quantitative skills, team leadership, and experience in the financial services industry, along with proficiency in various programming languages.
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Skills & Requirements
Must-have
Master's degree in quantitative finance
7-10 years banking or financial services experience
Proficiency in Matlab Python SQL Julia C++
Experience managing validation teams
Knowledge of Basel III credit risk
Nice-to-have
Strong analytical and critical thinking skills
Fluency in spoken and written English
Ability to motivate team members
Excellent communication skills
Experience with Bloomberg and Reuters data
Key Requirements
Master's degree in quantitative finance, engineering, mathematics, statistics, or physics
Seven to ten years of experience in banking or financial services