Euronext Clearing - Quantitative Risk management analyst

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 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.

Additional Information

This job description is only describing the main activities within a certain role and is not exhaustive. It does not prevent to add more tasks, projects.

R23609