Curricular Internship - Market Risk Management Milano

Curricular Internship - Market Risk Management
Milano
Lombardia, Milano

Posizione

**We're looking for an intern for six months to join the Market Risk Management team

- Execute regular Financial risk limit monitoring, analysis and reporting (VaR, Stressed VaR, Incremental Risk Charge, sensitivities, granular market risk limits)

- Perform and validate back testing and stress testing

- Interact with other Risk Management teams, Business and IT Department

Requisiti**Qualifications

- University student with excellent academic background in a quantitative ield (e. g.

mathematics, physics, statistics, engineering, finance) - at least enrolled in the 2nd year and closer to the end of her/his study cycle (i. e.

up to 6 months from graduation)

- Good IT skills and some experience in programming and scripting languages

- Experience in one or more of the following fields is an advantage: risk management practices, banking regulation, commercial banking

- Ability to operate with mild supervision in a complex environment, assuming responsibility for the delivery of quantitative analyses

- Fluency in English

- Full-time availability

Esperienza

Inexperienced

Formazione

University