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Top Italian Bank Seeks Risk Modellers in Italy (Basel II/III knowledge), Milan, Salary : €70-90,000
This Top Global firm is seeking quantitative risk modellers to carry out Counterparty Credit Risk, EPE, PFE and CVA modelling for the Market Risk department.
These candidates must have sound knowledge of regulatory requirements (Basel ||/III). Methodologies AND model implementation knowledge is crucial. Due to the internal exposure of this role, the ideal candidate must have the ability to liaise with the Front Office and to turn qualitative and quantitative data into code.
If you want to work in exceptional position, where you'll be given freedom and autonomy, but also have the ability to hit high profile deadlines apply now to risk@selbyjennings.com
The Role
-Counterparty Credit Risk, EPE, PFE and CVA modelling,
-Creation of product pricing models to be used in the risk engine,
-Creation of market factor simulation models to be used in the risk engine,
-Creation of model validation tests to be applied to developed models,
-Put models through the approval process by the CCR Methodology,
-Ongoing review and maintenance of models to ensure existing models remain appropriate.
Ideal Candidate
-Strong Postgraduate degree in Quantitative fields,
-At least 3-5 years experience in a Risk modelling role,
-Basel II/III regulatory knowledge,
-Counterparty risk and risk systems,
-Experience of pricing model definition and validation,
-Experience of risk factor simulation model definition and validation,
-Good project management experience.
Applications by mail.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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