Cro - Quantitative And Financial Instrument Milano

Cro - Quantitative And Financial Instrument
Milano
Lombardia, Milano

Intesa Sanpaolo is the banking group leader in Italy. Assisting more than 14, 6 milion of retail customers through a network of 5360 branches, it significantly supports the development of Companies and gives an important sustain to the country's growth. The Group has a selected retail banking presence in Central and Eastern Europe, the Middle East and North Africa, with approximately 1, 000 branches and 7. 2 million customers in 12 countries. Intesa Sanpaolo is also present in 25 countries in support of its corporate customers' cross-border business. It is looking for new qualify profiles who want to face demanding and challenging career path with the following requirements:_

**Scope and Purpose**:

- Validation and identification of valuation risks, their measurement and monitoring for the pricing models of financial instruments at Fair Value (derivatives, bonds, securitisations, etc. ) - Implementation and calculation of Additional Valuation Adjustments (AVA) for Prudent Valuation purposes - Implementation of financial models and reporting in Risk Management system through Machine Learning techniques

**Required Experience**:

- Previous experience in a financial institution as quantitative analyst is considered a plus

**Required Qualifications, Skills and Knowledge**:

- Master of Science (Physics, Mathematics, Mathematical Engineering, Computational and Quantitative Finance) - Problem solving attitude - Ability to work in team and under strictly deadlines

- Knowledge of financial markets and the main financial instruments - Knowledge of the main pricing models of financial instruments - Elements of probability calculus, statistics, differential equations and stochastic calculus, mathematical finance - Knowledge of Python or mathematical packages such as Matlab - Knowledge of Machine Learning techniques - Knowledge of written and spoken English