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Offer information
Quantitative Financial Risk Management Intern
Sector / reference area
ConsultingCarrying out the work activity
Milano, Smartworking/RemoteNumber of positions available
1Type of contract
InternshipDescription
KPMG Advisory’s Financial risk management practice assists leading European clients in the banking/insurance sector in the preparation of robust financial risk measurement frameworks, the definition and implementation of efficient banking processes and the updating of payment systems.
The candidate will join the Credit risk modelling or Financial engineering team at the Milan office, working on projects entailing:
- developing models for the quantification of the main credit risk parameters (PD, LGD and EAD) for management and regulatory purposes, in line with Basel regulations;
- assisting clients with stress tests;
- contributing to the inclusion of ESG topics in risk measurement;
- measurement of financial instruments (fixed income, securitisation and derivatives);
- implementing pricing models for complex financial instruments (e.g., CLN, ABS, securitisation and CMS);
- restructuring of derivative portfolios and development of the related financial models.
The ideal candidate has:
- a specialist degree (graduate or nearing completion) in business, statistics, engineering, mathematics or any other quantitative faculty;
- knowledge of programming software and languages (Python, SAS, R, Matlab and Stata);
- excellent knowledge of Italian and English, preferably with study and/or work experience abroad;
- excellent problem-solving skills and an innate ability to take initiative;
- good interpersonal and teamwork skills.
The position offers excellent growth opportunities.
Your data will be processed in full compliance with the provisions of Regulation (EU) no. 679/2016 (General Data Protection Regulation – “GDPR” or the “Privacy legislation”), as amended. Please see KPMG’s privacy policy for further information.
KPMG Advisory S.p.A. is an equal opportunity employer.
Visit www.kpmg.it to learn more.
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