Senior Associate, Financial Risk LOD2

Euronext

Senior Associate in Financial Risk at Euronext managing independent challenges of CCP risk models. Involved in regulatory testing and risk controls across multiple asset classes with significant stakeholder interaction.

Posted 4/16/2026full-timeRome • 🇮🇹 ItalySeniorWebsite

Tech Stack

Tools & technologies

Python

About the role

Key responsibilities & impact

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

What you’ll need

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

Comp & perks

Equal opportunity employer
Valuing unique talents from diverse backgrounds
Commitment to mutual respect

ATS Keywords

✓ Tailor your resume

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