drjobs Euronext Clearing - Risk Manager

Euronext Clearing - Risk Manager

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1 Vacancy
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Job Location drjobs

milan - Italy

Monthly Salary drjobs

Not Disclosed

drjobs

Salary Not Disclosed

Vacancy

1 Vacancy

Job Description

Euronext Clearing the Euronexts Central CounterParty based in Italy is a multi-asset clearing house that provides proven risk management services on a number of European markets. Cleared asset classes include equities ETPs financial and commodity derivatives and bonds (cash and repo markets). The company offers a job opportunity as Senior Risk Manager (LOD 1).

The Senior Risk Manager (LOD 1) will be accountable for (some of/all) the following activities:

  • Design implementation daily monitoring and potential enhancement of the risk models and tools aimed at tackling the risks the CCP faces:
    • (mainly) Market risk of the Clearing Members portfolios in turn mainly reflected by Margins and Default Fund contribution quotas
    • Market risk of the collateral posted by Clearing Members
    • Liquidity risk of the CCP
    • Market risk of the CCPs investment portfolio
    • Credit risk of the Clearing Members and the other CCPs counterparties
  • Daily monitoring and potential enhancement of the EMIR tests:
    • Back Test
    • Stress Test
    • Sensitivity Test
    • Reverse Stress Test
  • Daily monitoring of the markets and the CCP
  • Daily support to the Clearing Members
  • Periodical reporting to internal/external stakeholders
  • Interactions with Euronext business lines
  • Interactions with Supervising Authorities
  • Interactions with interoperable CCPs

The ideal candidate has:

  • Masters Degree in Finance Quantitative Finance Mathematics/Physics/Statistics applied to Finance or equivalent
  • 5-7 years of previous experience in Risk Management within banks/financial contexts
  • Good knowledge of financial markets and instruments
  • Proficiency in English
  • Good knowledge of Microsoft Office suite
  • Programmer mindset (preference for Python and SQL programming languages)
  • Good analytical and problem solving skills
  • Ability to work in team
  • Good attitude towards working simultaneously on multiple tasks often with tight deadlines/under pressure in an accurate manner
  • Proactive behaviour

Optional requirements:

  • Good knowledge of French language

We are proud to be an equal opportunity employer. We do not discriminate against individuals on the basis of race gender age citizenship religion sexual orientation gender identity or expression disability or any other legally protected factor. We value the unique talents of all our people who come from diverse backgrounds with different personal experiences and points of view and we are committed to providing an environment of mutual respect.

Additional Information

This job description is only describing the main activities within a certain role and is not exhaustive. It does not prevent to add more tasks projects.


Required Experience:

Manager

Employment Type

Full-Time

Company Industry

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