Market Risk Stageur - Lombardia
Pubblicato il 20/01/2020
Tipo di Laurea: Economia, Matematica, Statistica o equivalenti
Cooperate in the management of the Market Risk of ING Bank Italy, including interest rate risk and liquidity risk, by ensuring risk reporting is delivered timely and accurately.
Key Responsibilities:
- Assists in ensuring that all data related to the interest rate risk sensitive positions are properly reflected in the local analytical database built for the local Market Risk models.
- Ensures that the aforementioned databases are periodically checked and updated.
- Supports the local Market Risk department in monitoring, measuring, reporting and highlighting risks and limits of the domestic Bank as well as the local Bank Treasury.
- Helps preparing the reporting material for the relevant meeting in which the Market Risk department is involved in (most notably the local ALCO meeting).
Educational Qualifications:
- Holds a degree in Commerce/Business (preferably with majors in banking/finance) or Mathematics/Statistics.
To apply: https://www.ing.jobs/Italy/Posizioni-aperte/posto/Market-Risk-Stageur-1.htm
Financial Risk Modeling Stageur - Lombardia
Pubblicato il 20/01/2020
Tipo di Laurea: Economia, Ingegneria, Matematica, Statistica o equivalenti
Job Description:
- Support the targeted quantitative analyses and build components of advanced models across the spectrum of Risk management, including but not limited to portfolio monitoring, pricing and asset evaluation.
- Support the development , monitoring and implementation credit and market risk models to ensure state-of-the-art adherence.
- Apply advanced analytic and quantitative tools, statistical modelling techniques, and data mining procedures and tools to derive business insights and solve complex business problems.
- Support the development of components of statistical models writing and developing scripts (e.g., SAS scripts, Python) to improve Risk management decision making (e.g. scorecards).
- Contribute to the development of advanced analytics knowledge bank wide, teaming up with other analytical units cross border.
Educational Qualifications:
- Academic degree preferably in econometrics, engineering, statistics or mathematics.
Requirements:
- Demonstrated understanding of financial mathematical techniques, risk measures, statistics, applied mathematics, and/or finance with practical experience in using SAS/SQL/MATLAB/C++/R/VBA/PYTHON etc.
- Demonstrated ability to employ advanced econometric or statistical methods in practice and solid data handling skills.
To apply: https://www.ing.jobs/Italy/Posizioni-aperte/posto/Financial-Risk-Modeling-Stageur.htm