Euronext Clearing - Quantitative Risk management …

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). The company offers a job opportunity as Quantitative Risk Manager (LOD 1).

The Quantitative Risk Manager (LOD 1) will be accountable for (some of/all) the following activities:

• Design, implementation, daily monitoring and potential enhancement of the risk models and tools aimed at tackling most of the risks the CCP faces:
  • (mainly) Market risk of the Clearing Members’ portfolios, in turn 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