Job description

Scope and Purpose

Support Team in the daily monitoring of all financial and liquidity risks-related limits and warning indicators
Analysis of any risk exposure variance and any excess
Periodic execution of quality controls of the processes used for the quantification of financial/liquidity risks and of the accuracy of the risk metrics used by the New York Branch
Ability to price relevant financial instruments
Support Team in the production of the monthly presentation to the local ALCO Committee including historical stress tests and stressed Value-at-Risk
Documentation of applicable risk management processes
Monitor compliance adherence and advise the Risk Manager of any deviation from policy and procedures on new transactions
Control that new products/activities are being adequately captured by the risk management processes
Perform ad hoc risk measurement and analysis on new products/activities

Required Experience

Minimum of two (2) years of direct work experience within an international bank or the financial services industry, focused on risk management and quantitative analyses

Required Qualifications, Skills and Knowledge

Degree in Mathematics or Finance
Practical experience and knowledge of financial instruments and dealing activity with a quantitative, market background
Understanding of financial and liquidity risks
Programming skills (i.e. VBA, Power Query, Microsoft Access)
Relevant work experience and proven track record
Risk management mindset to understand underlying risks and weaknesses to properly assist in mitigating such risks

About us

We are the leading banking group in Italy and one of the Top Tier in Europe. Join us and be part of our successful story!

With over 20 million customers in Italy and abroad, we are a true engine of sustainable growth, with a strong commitment to the environment and a tangible impact on society. People are our driving force. We take care of them and foster an inclusive culture where everyone feels valued and empowered.

Join an international and innovative Group. Don't wait for the future, choose it!

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