Cro - Quantitative And Financial Instrument Valuation Specialist
Intesa Sanpaolo is the banking group leader in Italy, assisting more than 14. 6 million retail customers through a network of 5, 360 branches.
It significantly supports the development of companies and contributes 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 qualified profiles who want to face a 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 a 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 a team and under strict 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 Everyone is an asset for our Group, and that person could be you!
Check out our job opportunities, apply, and join our team!
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