UniRisk - Quantitative Risk Analyst
UniCredit
Milano, IT
12 gg fa

Area description

Group Risk Management Team is responsible for the development, updating and maintenance of the internal risk models used to correctly assess the risk associated with company activities and to calculate capital requirements.

Risk Management is one of the cornerstones of sustainability at UniCredit.

Joining this Team, you will contribute to the management and mitigation of current and future threats as well as to the definition of strategic guidelines and policies for the Group, thus strengthening our risk culture.

Function description

Group Risk Management proactively monitors all risks (Credit, Financial, Operational & Reputational) in accordance with internal and external regulations as well as our Risk Appetite Framework.

You will be given the opportunity to work in one of the Group Risk units, depending on the group needs and your personal attitudes and aspirations.

Job description

You will gain exposure to the internal models used to estimate economic risk. You will assist in the model implementation and testing, deepening your analytical and numerical skills and becoming acquainted with the latest developments in academia, financial regulations (among others Basel 2, ECB, EBA) and the industry best practices.

Main responsibilities :

  • Contribute to the development of the risk measurement methodologies, gaining exposure to the technical infrastructure of entire UniCredit Group
  • Support models validation activities through qualitative and quantitative assessment and issue recommendations for improvements
  • Create documentation and professional reports, contribute in producing notes / presentations and ad hoc reporting and analyses
  • Support the functions devoted to the relationship with the regulatory functions with analyses concerning the model development for capital adequacy
  • What we expect from you

  • Collaboration and team work aptitude
  • Critical thinking, entrepreneurial and change oriented approach
  • Numerical programming ability (preferred C++ and / or Java, Python, Matlab, Mathematica)
  • Working proficiency in Italian and in English
  • Having a quantitative profile, with a preferred educational path in Physics, Mathematics, or Engineering
  • Current students as well as recent graduates are all considered for the position
  • What we offer to you

    You will be challenged with a unique 6-month development experience, working in a team-oriented, dynamic and international environment.

    Working in Risk in an ever-changing financial landscape will provide you with an invaluable skillset. You will be able to enrich your competencies and knowledge on a daily basis through continuous feedback and a performance evaluation that assesses the possibility to join UniCredit after your internship.

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