Job detail for Market Cpt. Risk IMA Measurement and Reporting

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Overview

Within the Chief Risk Officer Area, you will join the Market Cpt. Risk IMA Measurement and Reporting team, focusing on methodological topics related to internal models for estimating Market and Counterparty risks. You will contribute to the design and implementation of new models to meet the needs of the Front Office or Control Functions. You will participate in the maintenance of models already in use by the bank and support users in daily analyses of the risk measures produced.

What your activities will be

• Knowledge of the relevant prudential regulations (CRR/CRD)
• Pricing of financial derivatives
• Risk factor simulation models
• Proactively following updates to the IT architecture
• Producing documentation to support the activities performed
• Supporting users in quantitative analysis
• Managing and responding to findings from Control Functions

Who we are looking for

If you have the following characteristics, we are waiting for you:

• STEM degree
• Excellent knowledge of Python/other programming packages (e.g., Matlab)
• Excellent knowledge of the main pricing models
• Knowledge of financial markets (instruments, nature of financial intermediaries, economic interpretation of events)
• Excellent knowledge of the English language (at least B2)

3-5 years of experience in Risk Management is required.

What we offer

• Gross annual salary starting from 38.000€
• The Group provides a variable component of remuneration as governed by the Remuneration Policies available on the Group website
• Complementary elements governed by the National Collective Labor Agreement for the Credit Sector and second-level company agreements
• Professional development initiatives to support the growth of our people
• Extensive training offer through the Corporate Academy dedicated to the continuous development of professional, managerial, and soft skills at all levels
• Possibility to join flexible work arrangements and the 4x9 short week
• Modern and integrated corporate welfare system ( link)
• Health coverage and supplementary pension scheme starting from hiring
• Advantages on the Group's banking products and services

Who we are

We are leaders in Italy and one of the main banking groups in Europe. Join us and be part of our success story! With over 20 million customers in Italy and abroad, we are a true engine of sustainable growth with a strong commitment to the environment and a tangible impact on society.

People are at the center; we take care of them by committing to creating an inclusive culture within the Group where everyone feels like a protagonist and valued.

Join our international reality. The future is not waited for, it is chosen!

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