Euronext

Senior Associate, Financial Risk LOD2

Euronext

full-time

Posted on:

Location Type: Hybrid

Location: Rome • Italy

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Job Level

Senior

Tech Stack

Python

About the role

  • Perform independent challenge of Initial Margin, Default Fund, and stress testing frameworks across asset classes
  • Analyse model assumptions, limitations, and behaviour under stressed and non-linear market conditions
  • Identify weaknesses and propose improvements, recalibration, or redesign
  • Execute and enhance EMIR-mandated tests (Backtesting, Sensitivity Analysis, Reverse Stress Testing)
  • Analyse results critically on model performance, stability, and procyclicality
  • Support interpretation of outcomes and escalation of key findings
  • Design and perform quantitative controls on margin, default fund, and key risk metrics
  • Monitor consistency, stability, and risk sensitivity of model outputs
  • Develop anomaly detection approaches and investigate outliers

Requirements

  • Degree in Mathematics, Physics, Engineering, Quantitative Finance or similar
  • Strong understanding of financial risk concepts
  • Solid analytical mindset with questioning ability
  • Good programming skills (Python preferred) for data analysis and modelling
  • Ability to work independently on complex and unstructured problems
  • Experience in CCPs, clearing houses, or financial markets (preferred)
  • Knowledge of margin methodologies (VaR, Expected Shortfall, stress testing) (preferred)
  • Familiarity with EMIR or similar regulatory frameworks (preferred)
  • Exposure to large datasets and/or machine learning / AI techniques (preferred)
Benefits
  • Equal opportunity employer
  • Valuing unique talents from diverse backgrounds
  • Commitment to mutual respect
Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills & Tools
Pythondata analysismodellinganomaly detectionmargin methodologiesVaRExpected Shortfallstress testingsensitivity analysisreverse stress testing
Soft Skills
analytical mindsetquestioning abilityindependent workproblem-solving