Curricular Internship - Market Risk Management

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