2 jobs found in Roma

Join us as a   Model validation senior specialist! Are you ready to shape the future of capital markets? We are looking for a Model validation senior specialist   to join the Model Risk LOD2 Team in Rome. This is a position offering an exciting opportunity to contribute to our mission. Key accountabilities: •    Independently validate the risk models designed by LoD1 Risk used to measure market, credit risk and liquidity risk •    Timely analyse significant changes to a model through a standardized 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...

Join us as a   Model validation senior specialist! Are you ready to shape the future of capital markets? We are looking for a Model validation senior specialist   to join the Model Risk LOD2 Team in Rome. This is a position offering an exciting opportunity to contribute to our mission. Key accountabilities: •    Independently validate risk models designed by LoD1 used to measure market (mainly), credit risk and liquidity risk •    Timely analyse significant changes to a model through a standardize approach and issue recommendations/suggest alternatives •    Programming replica algorithms of production Models  •    Development and analysis of Sensitivity tests, VaR backtesting, stress testing, reverse 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 (IT) •    Presenting findings and recommendations to...