Mediobanca è un affermato operatore finanziario specializzato, attivo nel Wealth Management, nel Corporate & Investment Banking e nel Consumer Finance, che gode di una reputazione incontrastata sul mercato italiano, consolidata dal riconosciuto approccio responsabile al business, dall’elevata professionalità delle nostre persone e dall’eccellenza dei servizi offerti.
We are seeking a motivated and detail-oriented intern to support the Pricing Model Validation team. This internship offers a unique opportunity to gain hands-on experience in model validation processes, with a focus on pricing models and regulatory sensitivities within the FRTB framework. The intern will contribute to activities driven by internal policy requirements, working closely with experienced risk managers.
Key Responsibilities:
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Pricing Model Validation:
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Support the execution of new validations and periodic revalidations of pricing models, including model review, benchmarking activities, and documentation of validation outcomes.
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FRTB Sensitivities Consistency Framework:
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Contribute to the development and implementation of a structured framework to assess the consistency between regulatory and alternative sensitivities (e.g. Delta, Vega), including data analysis and identification of discrepancies.
- Data Analysis, Automation & AI Tools:
Perform quantitative analyses using Excel and programming tools; support automation and improvement of validation processes, including the use of AI-based tools (e.g. for data analysis, documentation support, or code assistance) to enhance efficiency and scalability.
What We Offer:
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Hands-on experience in a leading investment banking Risk Management function.
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Exposure to model validation processes and regulatory frameworks.
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Mentorship from experienced professionals.
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Opportunity to contribute to high-impact activities driven by regulatory and audit requirements.
Qualifications:
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Strong quantitative background (e.g. degree in Physics, Mathematics, Mathematical Engineering, or related fields).
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Solid analytical skills and attention to detail.
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Working knowledge in Excel and Python; familiarity with C++, VBA or other programming languages is a plus.
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Interest in or basic exposure to AI-based tools (e.g. for data analysis, coding support, or process automation).
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Basic understanding of financial instruments and risk management concepts is preferred.
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Ability to work both independently and within a team in a structured environment.
Per le aziende di Mediobanca la diversità e l’inclusività sono valori fondamentali. Le persone interessate verranno considerate nel rispetto della diversità, valorizzando differenti caratteristiche di età, cultura, abilità e orientamento o espressione di genere.
