Valuation & Structured Products Risk Analyst

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/78wyd6

Experteer Overview Join Intermonte's Risk Management team to independently verify prices, validate valuation methodologies, and oversee fair value governance for complex derivatives and structured products. You will collaborate closely with Front Office and IT to ensure robust pricing, data quality, and risk metrics. This role offers meaningful impact by strengthening independent controls and supporting new product initiatives in a fast-paced capital markets environment. A compelling opportunity to shape valuation governance within a leading Italian investment firm.
Retribuzione / Benefits Perform IPV activities on derivative and structured product portfolios
Validate pricing methodologies for new complex instruments
Analyze and validate market data for valuation and risk measurement
Conduct independent reviews of market data underlying derivatives and structured products
Support and develop Model Validation activities and the Model Risk Management Framework
Assess impact of modelling assumptions and market parameters on valuations and risk metrics
Perform quantitative analyses, stress tests, and sensitivity analyses on pricing models




Support Market Risk and Counterparty Risk activities
Contribute to maintenance and enhancement of Fair Value Policy and IPV Policy
Develop tools and automation solutions in Python to support Risk Management activities
Responsabilità Master's degree in a quantitative discipline
1 year of experience in Market Risk, Model Validation, Valuation Risk, IPV, or Counterparty Risk
Experience in investment banks or capital markets firms
Strong knowledge of listed and OTC derivatives
Solid understanding of pricing models and valuation techniques for structured products
Experience with Fair Value activities and IPV processes
Excellent Python programming skills
Proficiency with Bloomberg and other major market data providers
Good command of English (written and spoken)
Requisiti fondamentali Lavoro da remoto and flexible hours
Corporate welfare system
Meal vouchers
Supplementary healthcare coverageWellbeing initiatives
Training and development programs
#J-*****-Ljbffr

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/78wyd6