Financial Engineering

1 mese fa


Milan, Italia Page Personnel A tempo pieno

The candidate will work within the Financial engineering team, part of Regulatory and Risk Advisory practice, to serve top-tier and middle-market clients in the Financial services and Consumer & industrial markets sectors, working on projects that involve:

  • Pricing and risk analysis of complex financial products
  • Derivative portfolio restructuring and development of the related financial models
  • Market and counterparty risk modelling (VaR and Greeks, CCR exposure measures, CVA and DVA)
  • Financial instrument risk management and related control processes
  • Hedge accounting models for banks and corporates
  • Set up and strengthen of financial risk management environment for corporates
  • Other topics related to securities products and markets with a specific focus on derivatives and structured products

The ideal candidate must have:

  • At least 3/4 years of experience in the pricing of financial instruments and market risk modelling with banks, credit institutions, leading consultancy companies or financial management/financial risk management with corporates
  • A degree in economics, quantitative finance, mathematics, statistics, physics, engineering management or mathematical engineering
  • Excellent knowledge of Microsoft Office suite, as well as proficiency in the following tools/languages (Matlab, R, Python and VBA) and market data providers (Bloomberg, Refinitiv, ICE)
  • Excellent knowledge of the English language, preferably supported by an international experience
  • Proven ability to operatively coordinate team and manage the relationship with clients

Great career opportunity.

We are actually working with a primary and international Consulting firm, looking for a Financial Engineering - Assistant Manager to join the Milan's team.


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