Quantitative Risk Manager (LOD 1)
Euronext Clearing, the Euronext's Central CounterParty based in Italy, is a multi-asset clearing house that provides proven risk management services on a number of European markets. Cleared asset classes include equities, ETPs, financial and commodity derivatives and bonds (cash and repo markets).
Responsibilities

Design, implementation, daily monitoring and potential enhancement of the risk models and tools aimed at tackling most of the risks the CCP faces:

Market risk of the Clearing Members' portfolios, mainly reflected by Margins and Default Fund contribution quotas
Market risk of the collateral posted by Clearing Members
Liquidity risk of the CCP
Market risk of the CCP's investment portfolio


Daily monitoring and potential enhancement of the EMIR tests:

Back Test
Stress Test
Sensitivity Test
Reverse Stress Test


Daily monitoring of the markets and the CCP
Daily support to the Clearing Members
Periodical reporting to internal/external stakeholders
Interactions with Euronext business lines
Interactions with Supervising Authorities
Interactions with interoperable CCPs

Your Profile

Master's Degree in Quantitative Finance, Mathematics/Physics/Statistics applied to Finance or equivalent
Previous experience of 4-5 years in Quantitative market Risk Management within banks/financial contexts (nice to have: CCPs)
Good knowledge of financial markets and instruments
Proficiency in English
Programmer mindset (preference for Python and SQL programming languages, Git version control software, Jira task management software)
Good knowledge of Microsoft Office suite
Good analytical and problem solving skills
Ability to work in team
Good attitude towards working simultaneously on multiple tasks often with tight deadlines/under pressure in an accurate manner
Proactive behaviour

Optional requirements

Good knowledge of French language

We are proud to be an equal opportunity employer. We do not discriminate against individuals on the basis of race, gender, age, citizenship, religion, sexual orientation, gender identity or expression, disability, or any other legally protected factor. We value the unique talents of all our people, who come from diverse backgrounds with different personal experiences and points of view and we are committed to providing an environment of mutual respect.

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