MODEL VALIDATION MANAGER - ROMA

Categoria: Financial Services
Luogo di lavoro: Roma

Interessante opportunita' professionale settore credito

Sede Roma

Leading the independent validation of risk models designed by LoD1 used to measure market, credit risk and liquidity risk
* Timely analyse significant changes to a model through a standardize approach and issue recommendations/suggest alternatives
* Development and analysis of Sensitivity Analysis, backtesting and stress 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
* Presenting findings and recommendations to management and stakeholders

Additional activities:
* Draft technical specifications in the area of Credit and Counterparty risk (Basel III) following the launch of new products

Requisiti: Master's Degree in Economics, Finance, Engineering, Mathematics, Statistics, Physics or equivalent* Strong knowledge of financial markets and instruments, derivatives pricing* 5-7 years of work experience in the banking or financial services industry, including regulators and consultancy firms* Proficiency in Microsoft Office package* Strong knowledge of programming languages (e.g. Matlab, Python, 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)