RIF: 3318: RISK ANALYST – LOCATED IN ROMA
Our Client: major company established in the financial market, leader in risk management.
Main duties:
The figure will report directly to the Risk Manager, and will be responsible for the following activities:
- Monitoring of Market Risk of the financial instruments cleared
- Monitoring of Investment Risk and Liquidity Risk
- Derivatives Pricing Controls
- Guarantees Calculation
- Risk Model 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
Requirements:
- Master’s Degree in Economics, Quantitative Finance or equivalent
- 3-4 year of work experience in Risk Management within banking / investment banking and financial contexts
- Deep knowledge of financial markets and instruments
- Fluency in English
- Proficiency in Microsoft Office package
- Knowledge of programming languages (e.g. Python, Matlab, VB, Java, C++)
Workplace: Rome