Risk Management Internship – Pricing Model Validation / FRTB - Mediobanca

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/783bor

Mediobanca è un affermato operatore finanziario specializzato, attivo nel Wealth Management, nel Corporate & Investment Banking e nel Consumer Finance, che gode di una reputazione incontrastata sul mercato italiano, consolidata dal riconosciuto approccio responsabile al business, dall’elevata professionalità delle nostre persone e dall’eccellenza dei servizi offerti.

Posizione

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.

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.

Qualifications

- 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.

Per le aziende di Mediobanca la diversità e l’inclusività sono valori fondamentali. Le persone interessate verranno considerate nel rispetto della diversità, valorizzando differenti caratteristiche di età, cultura, abilità e orientamento o espressione di genere.

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/783bor