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Overview
Within the Global & Strategic Risks Audit Department, in the Internal Models, Data Governance & Data Quality Audit Service, you will have the opportunity to assess, through the Chief Audit Officer's Model Assessment framework, the adequacy of internal models developed and used by the Parent Company and by domestic and foreign Legal Entities for management and regulatory purposes (for the latter, with a focus on credit risk).
What you will be doing
- assess the adequacy of internal models developed and used at Group level, also with the support of other competent Chief Audit Officer structures;
- analyse Model Governance, Model Design, Data Quality, methods of use, Model Implementation and model performance;
- verify the correct use of models with respect to corporate and regulatory strategic objectives, as well as the adequacy of first and second level controls, in the design and application of the models themselves;
- monitor the execution of remediation plans finalised by Group structures to bring residual risk within acceptable limits;
- support the development of processes, procedures and proprietary IT applications dedicated to the internal review of internal models.
Who we are looking for
If you have the following characteristics, we are waiting for you:
- experience in risk management, especially through the recurring use of mathematical-statistical-econometric methodologies;
- preferred experience in developing, validating or using internal models for management or regulatory purposes, in credit and/or non-financial risks;
- academic background in scientific-technological disciplines, such as Statistics, Engineering or Mathematics;
- advanced knowledge of Python, "R", database management with SAS and the Office suite;
- advanced knowledge of the English language (ideally at least level B2 according to the CEFR scale)
A minimum of 3-5 years of experience in risk management roles, with recurring use of mathematical-statistical methodologies, preferably gained in developing/validating/using internal models for management and/or regulatory purposes in credit and non-financial risks, is required.
Candidates who have gained significant professional or academic experience in international contexts will be given preferential consideration.
What we offer
- Gross annual salary starting from €46,000
- The Group provides a variable component of remuneration as governed by the Remuneration Policies available on the Group website
- Complementary elements governed by the National Collective Labour Agreement for Credit and second-level company agreements
- Professional development initiatives supporting the growth of our people
- Broad training offer through the Corporate Academy, dedicated to the continuous development of professional, managerial and transversal skills at all levels
- Possibility to opt for flexible working and the 4x9 compressed week
- Modern and integrated corporate welfare system (link)
- Health coverage and supplementary pension from the date of hiring
- Advantages on the Group's banking products and services
About us
We are the leader in Italy and one of the main banking groups in Europe. Join us and become 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 centre; we take care of them by committing to create an inclusive culture within the Group where everyone feels like a protagonist and valued.
Join our international reality. The future does not wait, it is chosen!
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We guarantee an inclusive environment of equal opportunities. We will consider all applications regardless of race, religion, sexual orientation, gender identity, marital status, age, disability or any other protected category, in compliance with Legislative Decrees 198/2006, 215/03 and 216/03.
For the evaluation of applications, data will be used by Intesa Sanpaolo S.p.A. as Data Controller. We invite you to review the dedicated Privacy Notice.
