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 designe...