Euronext clearing- Risk Specialist
Euronext clearing- Risk Specialist
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Job Description
We are seeking a Risk Specialist to join the Second Line of Defence (2LOD) team responsible for rigorous oversight and control of First Line of Defence (1LOD) activities.
Key Responsibilities:
Challenge and validate margin and stress models (core/add-ons) annually and upon request.
Conduct daily controls and analyses including instrument portfolio statistical back-tests concentration monitoring Key Risk Indicators (KRIs) liquidity and anomaly detection.
Perform monthly sensitivity tests internal rating scoring AI innovation developments Risk Disclosure BANKIT liquidity/stress reporting ESMA monthly reports and EACH activities.
Quarterly tasks include reverse stress testing IOSCO disclosures and ERC organization.
Annual responsibilities cover internal rating calibration default management coordination recovery and resolution planning collateral and investment policy reviews and fire drills.
Biannual ESMA stress tests and daily margin/stress test result monitoring including IOSCO responsiveness analyses and Margin APC monitoring.
Ongoing management of regulatory relationships market monitoring internal risk committees and maintenance of Risk Journals (BOD ERC CS).
Deep knowledge of financial instruments (Fixed Income Equity & Eq. Derivatives Commodity Derivatives)
Your Profile:
Strong analytical skills and familiarity with CCP risk management practices.
Ability to engage effectively with internal stakeholders and regulators.
Proactive mindset detail-oriented and skilled in quantitative risk methodologies.
Advanced knowledge of financial risk metrics (VaR Expected Shortfall Sensitivity Analysis).
Proficiency in Python or other programming languages used for risk analytics.
Excellent communication and presentation skills able to clearly convey complex risk information.
Experience with regulatory reporting (EMIR ESMA IOSCO) and compliance requirements.
Ability to manage multiple tasks simultaneously under tight deadlines.
Bachelors degree in Finance Economics Mathematics or a related quantitative discipline; advanced degrees or relevant certifications (FRM CFA) preferred.
Advanced knowledge of Python or other programming languages.
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:
Unclear Seniority
Employment Type
Full-Time
