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FRTB Market Risk Senior Quant & Model Lead

Intesa Sanpaolo

pIntesa Sanpaolo cerca un esperto per l'Area Chief Risk Officer nel team Market Counterparty Risk Regulatory Measurement and Reporting. Il ruolo: sviluppare ed evolvere il modello interno per il capitale di primo pilastro sui rischi di mercato, interfacciandosi con validazione interna e Autorità di Vigilanza europee. /ppSi richiedono laurea magistrale in matematica, fisica, ingegneria, statistica, finanza o economia, conoscenza di pricing, VaR/ES, regolamentazione europea e Python; almeno 3 anni /p #J-18808-Ljbffr

Offerta di lavoro pubblicata 1 giorno fa
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