Risk Policy Analyst Lazio

Risk Policy Analyst
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).

Key Responsibilities

The Risk Analyst, within the Risk Policy Team, will be accountable for the following activities:

Validation of risk models used for measuring market, credit risk and liquidity risk

Developing and programming alternative models to challenge risk models in use

Design and development of Sensitivity Analysis, stress testing, backtesting

Operational risk management and reporting to top management

Key Risk Indicators:

development, monitoring and challenge

Monitoring and reporting of Basel III parameters for CCR towards Central counterparties

Second level controls on investments

Prepare Reporting to internal and external stakeholders

Role mission for Euronext Clearing Internalization

Support in the Design and Valueproposition 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

Knowledge, Skills and Experience Required

Master degree in Economics, Finance, Physics, Mathematics or Statistics

Good Knowledge of financial markets/instruments, derivatives pricing

3-5 years of work experience in the banking or financial services industry, including regulators and consultancy firms

Proficiency in Microsoft Office package

Good knowledge of programming languages (e. g.

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

Previous experience with the usage of Info providers Terminals (Reuters, Bloomberg)

Strong analytical skills, critical thinking and problem solving attitude

Fluency in both spoken and written English

Strong Attitude to teamwork and ability to work well under pressure

Precision and attention to details

Familiarity with info providers (Bloomberg, Reuters) is a plus