iason

Business Analyst Intern

Milan, Lombardy, IT

5 months ago
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Summary

Business Analyst","**Main Tasks:**- Work as liaison between IT teams (developers, systems engineers, etc.) and bank users (Front Office, Risk Management, and Internal Validation).- Monitor the daily production of prices and risk figures, analyzing the related issues.- Support the testing activities regarding the implementation and validation of new products and methodologies within the risk chain. - Maintenance and enhancements of the Risk IT architecture.- Project management of activities aimed at integrating new (pricing and risk metrics) models in the risk chain.- Collaborate to the realization of Iason’s development projects and research.**Analytical and Technical Requirements:**- MSc in Finance or second level master in Quantitative Finance.- Knowledge of the main derivative products (payoffs, primary pricing models, how they react to particular market movements).- Knowledge of the main Market and Counterparty Credit Risk concepts (VaR, Expected Shortfall, Sensitivities, EPE, PFE, …). - Analytical mindset and well-organized approach to problem-solving.- Interest in analyzing derivatives pricing code could be beneficial.- Prior knowledge of some programming language/ software (Matlab, Python, C++, …) could be beneficial.

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