Internship - Liquidity & Interest Rate Risk Milan

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/7h7ojx

**Junior - Liquidity & Interest Rate Risk | Milan**
- The chance to build a better future is right in front of you_ **_ Do Work That Matters - Your role and responsibilities _** Do you want to pursue a profession that is truly meaningful and impactful? At KPMG, you will have the opportunity to help clients, the company and colleagues address and solve the most current and complex challenges. KPMG Advisory offers consulting services to companies to assist them in business model transformation, process improvement and digitisation, risk analysis and management, and support in extraordinary finance transactions. When you join the Financial Risk team in **Milan**, you are going to work on **Liquidity and interest rate risks** projects, for top-tier clients in the Financial Services sector. Specifically, you will be tasked with: - Identification, measurement and monitoring of liquidity risk and interest rate risk;
- Calculation and analysis of key short-term (e.g. LCR) and medium/long-term (e.g. NSFR) indicators;
- Application/calibration of stress scenarios for both interest rate and liquidity risk, also from a climate & environmental risk perspective;
- Development and validation of behavioural models (sight deposits, prepayment, line drawing, etc.)
- Modelling of banking products for EVE and NII estimation;
- Calculation and analysis of key short-term (e.g. LCR) and medium/long-term (e.g. NSFR) indicators. **_ Come As You Are - Your skills and characteristics_** **_ _** This is the perfect opportunity for you if:



- a specialist degree (graduate or nearing completion) in finance or any other business faculty;
- have excellent knowledge of English, preferably with study and/or work experience abroad;
- have an excellent knowledge of Microsoft Office;
- knowledge of programming software and languages is a plus (e.g. Python, SAS, R). **_ Your Future With Us - What you’ll find at KPMG_**
- An **inclusive** and equitable** work environment** that respects, encourages and values **diversity.**: - A challenging and dynamic environment that encourages** creativity** and **teamwork.**: - **Hybrid** work arrangements to promote a healthy work-life balance.
- Advanced **training** and development programmes to stay current.
- **International mindset** and **innovative projects.**: - Initiatives focused on **mental and physical well-being.** **_ Together for Better - Our values and commitment_** Leadership, teamwork, respect every individual, continuous learning, transparency, commitment to the community and integrity. These are the **KPMG** **values**that create an environment that encourages the sharing of ideas and knowledge, so our professionals can **achieve their full potential**. **Join us!**
- Your data will be processed in full compliance with the provisions of Regulation (EU) no. 679/2016 (General Data Protection Regulation - “GDPR”), as amended. For more information, please see KPMG’s privacy policy._
- KPMG Advisory S.p.A. is an equal opportunity employer._

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/7h7ojx