Join us as a Model validation specialist!

Are you ready to shape the future of capital markets? We are looking for a Model validation 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...