Euronext Clearing Quantitative Risk management analyst

Rome - Italy

Monthly Salary: Not Disclosed

Posted on: 30+ days ago

Vacancies: 1 Vacancy

Job Summary

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 Quantitative Risk Manager (LOD 1).

The Quantitative 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 most of 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
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

Your Profile:

Masters Degree in Quantitative Finance Mathematics/Physics/Statistics applied to Finance or equivalent
Previous experience of 4-5 years in Quantitative market Risk Management within banks/financial contexts ( nice to have: CCPs)
Good knowledge of financial markets and instruments
Proficiency in English
Programmer mindset (preference for Python and SQL programming languages Git version control software Jira task management software)
Good knowledge of Microsoft Office suite
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: