• UniCredit Business Integrated Solutions (UBIS) – Laureati in Economia, Ingegneria, Scienze

Group Risk Management - Business Analyst (IT) - Permanent (Milan)

unicredit

Pubblicato il: 31/05/2016

Tipo Laurea: Economia (mercati finanziari), Ingegneria Gestionale, Matematica

Area description

UniCredit Business Integrated Solutions (UBIS) is an ICT company that operates on a global level as the main ICT service provider for UniCredit. With 19 locations in 8 European companies, UBIS is the provider for all technological and organisational solutions.

Function description

“Product Line Group Risk Management” (GRM) ensures the implementation and evolution of the ICT solutions architecture, for the Risk Management Competence Line, fulfilling both regulatory and managerial business requirements.
Is therefore responsible for designing, implementing and maintaining ICT solutions for the centralized calculation and the monitoring of key indicators for all risk categories (i.e. Credit Risk, Market Risk, Counterparty Credit Risk, Operational Risk, Pillar II risks, etc.), coherently with local and international regulations (e.g. Basel III). In particular it ensures the maintenance and development of models/systems for:

  • Group-wide and local Credit Risk models calculation (RWA, Economic Capital, Stress testing) and managerial Credit Risk reporting, leveraging ARAMIS as target Credit Risk management solution;
  • Group-wide Market Risk and Counterparty Credit Risk models and reporting processes;
  • PD/Rating calculation;
  • Credit Risk models estimation, validation and back-testing (Laboratory Environment);
  • Support to Pillar II risks calculation for ICCAP reporting (e.g.: Business Risk, Financial Investment Risk, Real Estate Risk, risk integration);
  • Reporting to local regulators for all risk types.

Job description

Key duties and responsibilities of the role include:

  • Providing solutions to client-business-related problems of a (primarily) quantitative nature in a timely manner
  • Analyzing risk measures (VaR, PFE, sVaR, Greeks) results coming from the in-house developed internal risk model
  • Cooperating with a team in order to conduct comprehensive quantitative analyses to be used as a basis for implementing risk-based decision frameworks and for making strategic decision
  • Understanding user requirements, making feasibility studies and performing impact analysis on our internal systems.

What we expect from you

  • Ability to handle stress and high tolerance to tight schedule
  • Fluent English (written and spoken)
  • German as a plus
  • International mindset
  • Willingness to travel

Desired skills required:

  • Master’s Degree in a quantitative discipline (Financial Engineering, Statistics or Mathematics applied to Financial Markets)
  • Sound knowledge of financial risk related matters, with a strong focus on Market Risk and Credit Counterparty Risk
  • Sound knowledge of derivatives and of pricing models
  • Exceptional ability in working with numbers and statistics as well as significant experience with analytics/softwares (e.g., MATLAB, R, VBA).
  • Previous exposure in analytical services oriented toward risk management in the banking sector would be considered as a plus.

What we offer to you

If you are looking for an international career in the Technology sector, UniCredit Business Integrated Solutions is the right place for you! You will be challenged with an unique experienced to foster your charisma and creativity, technical competences but also team spirit and continuous learning attitude.

  • Contract Type: Permanent Contract
  • Career website: www.careers.unicreditgroup.eu

POSIZIONI VACANTI :4

CHIUSURA REQ. 31/07/2016

Junior Java Software Development Engineer (IT) - Permanent (Milan)

unicredit

Pubblicato il: 31/05/2016

Tipo Laurea: Informatica, Ingegneria Informatica o discipline assimilabili

Area description

UniCredit Business Integrated Solutions (UBIS) is an ICT company that operates on a global level as the main ICT service provider for UniCredit. With 19 locations in 8 European companies, UBIS is the provider for all technological and organisational solutions.

Function description

“Product Line Group Risk Management” (GRM) ensures the implementation and evolution of the ICT solutions architecture, for the Risk Management Competence Line, fulfilling both regulatory and managerial business requirements.
Is therefore responsible for designing, implementing and maintaining ICT solutions for the centralized calculation and the monitoring of key indicators for all risk categories (i.e. Credit Risk, Market Risk, Counterparty Credit Risk, Operational Risk, Pillar II risks, etc.), coherently with local and international regulations (e.g. Basel III). In particular it ensures the maintenance and development of models/systems for:

  • Group-wide and local Credit Risk models calculation (RWA, Economic Capital, Stress testing) and managerial Credit Risk reporting, leveraging ARAMIS as target Credit Risk management solution;
  • Group-wide Market Risk and Counterparty Credit Risk models and reporting processes;
  • PD/Rating calculation;
  • Credit Risk models estimation, validation and back-testing (Laboratory Environment);
  • Support to Pillar II risks calculation for ICCAP reporting (e.g.: Business Risk, Financial Investment Risk, Real Estate Risk, risk integration);
  • Reporting to local regulators for all risk types.

Job description

Key duties and responsibilities of the role include:

  • Implement, test and maintain complex High Performace Computing projects with a focus on collecting, parsing, analyzing and process large sets of data on a grid computing platform
  • Implement high-performance scalable applications in Java
  • Perform profiling, troubleshooting of existing solutions
  • Develop enterprise level applications to manage data as a service
  • Implement and use continuous integration solutions
  • Create technical documentation.

What we expect from you

  • Collaboration and team work aptitude
  • Efficiently communicate verbally and writing
  • Fluent English (written and spoken)
  • Problem solving

Desired skills required:

  • Master’s Degree in Software Engineering, Computer Science or similar
  • Experience with Java object-oriented programming. Knowledge of C/C++ and CUDA SDK is a plus
  • Good knowledge on Java SE. Knowledge of Java EE software solutions is a plus.

What we offer to you

If you are looking for an international career in the Technology sector, UniCredit Business Integrated Solutions is the right place for you! You will be challenged with an unique experienced to foster your charisma and creativity, technical competences but also team spirit and continuous learning attitude.

 

    • Location: Milan
    • Contract Type: Permanent Contract
    • Career website: www.careers.unicreditgroup.eu

 

 

 

POSIZIONI VACANTI 4

CHIUSURA REQ. 02/08/2016

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