Risk Management Internship – Pricing Model Validation / Frtb

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/77yubq

Company Description Mediobanca is an established, specialized financial operator operating in Wealth Management, Corporate & Investment Banking and Consumer Finance, with an unparalleled reputation in the Italian market, consolidated by an acknowledged responsible approach to banking, the high professionalism of staff, and the excellence of the services offer.
Position We are seeking a motivated and detail-oriented intern to support the Pricing Model Validation team. This internship offers a unique opportunity to gain hands-on experience in model validation processes, with a focus on pricing models and regulatory sensitivities within the FRTB framework. The intern will contribute to activities driven by internal policy requirements, working closely with experienced risk managers.
Questa posizione è in Mediobanca Il processo di selezione sarà interamente gestito Mediobanca.
Key Responsibilities: Pricing Model Validation:
Support the execution of new validations and periodic revalidations of pricing models, including model review, benchmarking activities, and documentation of validation outcomes.
FRTB Sensitivities Consistency Framework:
Contribute to the development and implementation of a structured framework to assess the consistency between regulatory and alternative sensitivities (e.g. Delta, Vega), including data analysis and identification of discrepancies.
Data Analysis, Automation & AI Tools:




Perform quantitative analyses using Excel and programming tools; support automation and improvement of validation processes, including the use of AI-based tools (e.g. for data analysis, documentation support, or code assistance) to enhance efficiency and scalability.
What We Offer: Hands-on experience in a leading investment banking Risk Management function.
Exposure to model validation processes and regulatory frameworks.
Mentorship from experienced professionals.
Opportunity to contribute to high-impact activities driven by regulatory and audit requirements.
Requirements Strong quantitative background (e.g. degree in Physics, Mathematics, Mathematical Engineering, or related fields).
Solid analytical skills and attention to detail.
Working knowledge in Excel and Python; familiarity with C++, VBA or other programming languages is a plus.
Interest in or basic exposure to AI-based tools (e.g. for data analysis, coding support, or process automation).
Basic understanding of financial instruments and risk management concepts is preferred.
Ability to work both independently and within a team in a structured environment.
Other information Diversity & Inclusion are core values for Mediobanca. All applications are welcome; we value age, background, ability, personal orientation and gender expression diversity.
The internship will last 6 months, and participants will receive a salary of 1,000 euros gross per month.

#J-18808-Ljbffr

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/77yubq