Quantitative and Financial Instrument Valuation Specialist

Intesa Sanpaolo is the banking group leader in Italy. Assisting more than 14,6 milion of retail customers through a network of 5360 branches, it significantly supports the development of Companies and gives an important sustain 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 qualify profiles who want to face 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 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 team and under strictly 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!