Euronext Clearing- Senior Associate, Financial Risk Lod2

euroexecutive.de

Rome, Italy
Hybrid
Strong quantitative thinking skills
Python programming for data analysis
Understanding of financial risk concepts
Euronext Clearing is seeking a Senior Quantitative Risk Analyst to join their Risk Oversight & Controls team in Rome, focusing on independent model challenge and regulatory testing within a hybrid work environment. The ideal candidate should possess strong quantitative skills, a solid understanding of financial risk concepts, and programming expertise, particularly in Python

Job Summary

  • This role focuses on the independent challenge of Initial Margin, Default Fund, and stress testing frameworks across multiple asset classes within a Central Counterparty.
  • You will execute and enhance EMIR-mandated tests including backtesting, sensitivity analysis, and reverse stress testing to ensure model stability and performance.
  • The position offers high visibility and interaction with senior stakeholders while contributing to the robustness of the CCP risk framework through critical quantitative analysis.

Matching Summary

Match Score: 85

Euronext Clearing is seeking a Senior Quantitative Risk Analyst to join their Risk Oversight & Controls team in Rome, focusing on independent model challenge and regulatory testing within a hybrid work environment. The ideal candidate should possess strong quantitative skills, a solid understanding of financial risk concepts, and programming expertise, particularly in Python.

Skills & Requirements

Must-have

  • Strong quantitative thinking skills
  • Python programming for data analysis
  • Understanding of financial risk concepts
  • Experience with VaR and Expected Shortfall
  • Knowledge of EMIR regulatory frameworks

Nice-to-have

  • Experience in CCPs or clearing houses
  • Familiarity with machine learning techniques
  • Exposure to large datasets
  • Ability to work independently on unstructured problems

Key Requirements

  • Degree in Mathematics, Physics, Engineering, or Quantitative Finance
  • Solid analytical mindset with ability to question models
  • Good programming skills in Python preferred

Work Rights

Not specified

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