Risk Management Lead Lazio

Risk Management Lead
Roma
Lazio, Lazio

Euronext Clearing, the Euronext's Central Counterparty in Italy is a multi-asset clearing house that provides proven risk management capabilities on 14 markets, across a range of trading venues including Euronext Milan, MTS, BrokerTec and Hi-mtf.

Asset classes cleared include equities, ETFs, Closed-end Funds, Financial Derivatives, Commodities (Agricultural & Energy) and Fixed income (Cash and Repos markets).

Role mission for Euronext Clearing Internalization

Support in the Design and Value proposition of the risk streams of Euronext Clearing Internalization programme;

Active participation in the programme projects to secure value delivery;

Active support in the analysis of the most appropriate solutions to be developed to achieve the goals in the most efficient and effective way

Key Responsibilities

The Risk Management Lead will be accountable for the following activities:

Credit Risk Measurement of Euronext Clearing Participants and Counterparties

Monitoring of Market Risk of the financial instrumentscleared

Monitoring of Investment Risk

Monitoring of Liquidity Risk

Derivatives Pricing Controls

Guarantees Calculation

Risk Models Development

Back Testing

Sensitivity/Stress and Reverse Stress Testing

Collateral eligibility criteria and haircuts calculation

Recovery Plan

Risk Regulatory activities

Support the Clients for Risk Management topics

Knowledge, Skills and Experience Required

Masters Degree in Economics, Quantitative Finance or equivalent

10 previous experience in Risk Management within banking/ investment banking and financial contexts

Past Experience as Team Manager

Deep knowledge of financial markets and instruments

Fluency in English

Good Analytical skills and problem solving attitude

Proficiency in Microsoft Office package

Strong Attitude to teamwork

Ability to work well under pressure

Leadership, Team Management

Optional Requirements:

knowledge of programming languages (e. g.

Python, Matlab, VB, Java, C++, )