Cao - Audit Global & Strategic Risks - Quantitive

2 mesi fa


Milano, Italia Intesa Sanpaolo Group A tempo pieno

Intesa Sanpaolo è il gruppo bancario leader in Italia. Servendo 14,6 milioni di clienti attraverso una rete nazionale di circa 5360 filiali, contribuisce allo sviluppo delle imprese e alla crescita del paese._
- E' alla ricerca di profili qualificati che vogliono confrontarsi con percorsi di crescita professionali impegnativi e stimolanti con i seguenti requisiti:_

**Scopo e Attività**:
Stiamo cercando una risorsa, da inserire all'interno dell'ufficio Audit Foreign Internal Model & Capital Adequacy dell'Internal Audit di Intesa Sanpaolo. La risorsa sarà dedicata prevalentemente alle attività di valutazione delle performance dei modelli interni sviluppati dalle banche estere del Gruppo per la gestione del rischio di credito ai fini sia di vigilanza prudenziale, sia contabili (IFRS 9) che gestionali. In particolare, la risorsa dovrà analizzare e valutare le metodologie utilizzate per lo sviluppo e la convalida dei modelli interni con focus specifici prevalentemente sul: model design, attività di data quality, backtesting e verifiche di code inspection. In un contesto dinamico, di elevata professionalità, internazionale e multidisciplinare valuterai l'adeguatezza dei modelli interni sviluppati dal Gruppo Intesa Sanpaolo ai fini di vigilanza prudenziale per la quantificazione del rischio di credito, nonché lo sviluppo di strumenti a supporto delle attività di audit. All'interno di un grande gruppo internazionale potrai approfondire la conoscenza delle metodologie per lo sviluppo e la convalida dei modelli interni di rating con focus specifici prevalentemente su model design, attività di data quality, benchmark, backtesting e verifiche di code inspection

**Esperienza Richiesta**:

- Laurea in discipline statistiche, matematiche, economiche. Conoscenza approfondita dei modelli di credito e dei processi di risk management, e di almeno uno tra i linguaggi di programmazione (R, Python, SAS) per manipolare ed analizzare grandi basi dati - Buone capacità organizzative, di problem solving e di analisi di informazioni e dati - Propensione a lavorare in team con un atteggiamento di collaborazione aperto, ricettivo e propositivo - Buone capacità relazionali ed espositive - Ottima conoscenza della lingua inglese (letta, scritta e parlata) - 2-3 anni di esperienza maturati nell'ambito di strutture di Risk Management (Funzioni di sviluppo o di convalida di modelli interni), Internal Audit (ambito quantitativo) e/o presso primarie società di consulenza con coinvolgimento diretto in progettualità che hanno affrontato le tematiche della ricerca in oggetto.



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