**CRO - Quantitative and Financial Instrument Valuation - Stage extra curriculare**: - Data: 16 set 2025
- Località: Milano, IT
- Società: Intesa Sanpaolo S.p.A. **Introduction**: - Validation and identification of valuation risks, their measurement and monitoring for the pricing models of financial instruments at Fair Value (derivatives, bonds, securitisations, etc.)
- Calculation of Valuation Adjustments (Model Risk, Bid-Offer spread, XVA) for Accounting purposes
- Implementation and calculation of Additional Valuation Adjustments (AVA) for Prudent Valuation purposes
- Implementation of financial models and reporting in Risk Management systems **Requirements**: - Master of Science (Physics, Mathematics, Mathematical Engineering, Quantitative Economics and Finance)
- Problem solving attitude
- Ability to work in team
- Knowledge of financial markets and the main financial instruments
- Knowledge of the main pricing models of financial instruments
- Elements of probability calculus, statistics, differential equations and stochastic calculus, mathematical finance

- Knowledge of Python or mathematical packages such as Matlab
- Knowledge of Machine Learning techniques
- Knowledge of written and spoken English **About us**:
We are the leading banking group in Italy and one of the Top Tier in Europe. Join us and be part of our successful story! With over 20 million customers in Italy and abroad, we are a true engine of sustainable growth, with a strong commitment to the environment and a tangible impact on society. People are our driving force. We take care of them and foster an inclusive culture where everyone feels valued and empowered.
- Join an international and innovative Group. _Don't wait for the future, choose it!_ **_ #sharingfuture_** **_ We guarantee an inclusive and equal environment. We will consider all applicants regardless of race, religion, sexual orientation, gender identity, marital status, national origin, age, disability, or any other protected category in compliance to D.lgs. 198/2006, 215/03 and 216/03._

Cro - Quantitative and Financial Instrument Valuation - Stage Extra Curriculare

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