Quantitative Market Risk Intern — Milan (Hybrid)

ING; Milano; Ibrido; EUR 15.000 - 18.000; Tempo pieno

Descrizione del lavoro

ING Bank Italy is seeking a Quantitative Market Risk Intern to join the Market Risk department in Milan. This internship offers a hands-on opportunity to apply quantitative methods to market risk, pricing and behavioural modelling challenges within a leading international bank.

You will work with a highly analytical, international team and contribute to monitoring risk indicators, data preparation for pricing and to the development of forecasting models, under guidance from senior colleagues.

Competenze

• Master’s in econometrics, mathematics, quantitative finance, physics or related field (completed or near)
• Fundamental knowledge of financial math and market risk concepts
• Strong Python skills; data analysis and modelling experience preferred
• Excel data work; SAS/VBA or similar tools a plus
• Excellent written and spoken English

Mansioni

• Monitor, measure, analyse and report market and liquidity risk indicators and limits.
• Gather data and perform calculations for pricing, valuation and behavioural analysis of balance-sheet products.
• Design and build an advanced forecasting model of customer behaviour under different scenarios.

Conoscenze

Strong analytical skills

English proficiency

Formazione

Master's degree in Econometrics, Mathematics, Quantitative Finance, Physics, or related field

Strumenti

Python

Excel

SAS

VBA

Descrizione del lavoro

ING Bank Italy is seeking a Quantitative Market Risk Intern to join the Market Risk department in Milan. This internship offers a hands-on opportunity to apply quantitative methods to market risk, pricing and behavioural modelling challenges within a leading international bank.

You will work with a highly analytical, international team and contribute to monitoring risk indicators, data preparation for pricing and to the development of forecasting models, under guidance from senior colleagues.