Euronext Clearing- Head Of Model Validation

Euronext Clearing

Rome, Italy
Hybrid (rome or milan)
Manage independent validation of risk models
Analyze model changes using standardized approach
Develop sensitivity analysis and backtesting
Euronext Clearing is seeking a Head of Risk Model Validation to lead its model validation team in Rome or Milan, focusing on risk models for market, credit, and liquidity. The ideal candidate will have a strong quantitative background, team management experience, and a deep understanding of financial markets

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 on model validation topics.
  • Euronext Clearing offers a dynamic international environment where you can contribute to the safety and efficiency of European capital markets.

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 risk models for market, credit, and liquidity. The ideal candidate will have a strong quantitative background, team management experience, and a deep understanding of financial markets.

Skills & Requirements

Must-have

  • Manage independent validation of risk models
  • Analyze model changes using standardized approach
  • Develop sensitivity analysis and backtesting
  • Proficiency in Python, Matlab, SQL, or C++
  • Seven to ten years banking experience

Nice-to-have

  • Experience with regulators or consultancy firms
  • Knowledge of Bloomberg and Reuters data providers
  • Strong team leadership and motivation skills
  • Excellent communication and presentation abilities
  • Fluency in spoken and written English

Key Requirements

  • Master's degree in quantitative finance, engineering, mathematics, statistics, physics
  • 7-10 years experience in banking or financial services industry
  • Demonstrated experience in managing teams
  • Fluency in English required

Work Rights

Not specified

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