Market Risk Methodologies Specialist

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Overview

Within the Chief Risk Officer Governance Area, in the Market Risk Methodologies department, you will be responsible for developing methodologies for market risk management, counterparty risk, and valuation, including through the use of artificial intelligence algorithms.

What your tasks will be

• Design and develop artificial intelligence methodologies in the field of market risk management, counterparty risk, and valuation;
• Develop algorithms using the Python language and open-source AI libraries.

Who we are looking for

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

• Degree in Mathematics, Physics, Statistics, Engineering, or Computer Science;

• Interest and motivation for AI applications in the field of market risks;

• 3-5 years of experience.

The following knowledge is considered a preferential qualification:

• Knowledge of Finance and Risk Management: main methodologies for valuing financial instruments and measuring market risks;
• Knowledge of the main methodologies of machine learning, deep learning, natural language processing, data science, and AI, as well as related open-source libraries;
• Knowledge of the Python language and corresponding application tools, including GenAI.

What we offer you

• Gross annual salary starting from 40.000€
• The Group provides a variable component of remuneration as regulated by the Remuneration Policies available on the Group's website
• Complementary elements regulated 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 transversal skills at all levels
• Possibility to join flexible work arrangements and the 4x9 short work week
• Modern and integrated corporate welfare system ( link)
• Health coverage and supplementary pension starting from the date of 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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