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UniCredit Financial Risk Models is responsible for the operations of Internal Models and the management of market data in the Financial Risks domain, such as Market Risk, Counterparty Credit Risk, Climate Risk, Interest Rate Risk, Behavioural Risk and Settlement Risk, reaching the various countries in which UniCredit Group operates.

 

The unit is looking for candidates for a 6-months internship based in Milan, with the following qualifications:

Academic background in a quantitative field (e.g. finance, mathematics, physics, statistics, engineering, quantitative finance).

Good IT skills and experience in programming (R, Python or Java as preferred programming languages).

Ability to collaborate with several actors pursuing a common goal, and to think outside the box.

Experience in one or more of the following is an advantage: risk management practices, regulation, statistics, derivatives pricing.

 

This position will provide a highly motivated and technically equipped colleague with the opportunity to be part of a young and skilled team which handles all major developments in financial risk and its evolving regulation.

The successful candidate will learn principles and processes behind the maintenance of the risk models and be involved in a project to improve them, from both methodological and operative perspectives (e.g., automation of outlier analysis, econometric models for variable dependencies).

For further info write an email to gcallega@math.unipd.it