full-time
Quantitative Financial Engineering Analyst
Intesa Sanpaolo
- Employer
- Intesa Sanpaolo
- Location
- Milan, Lombardy, Italy
- Working pattern
- hybrid
- Salary
- €35,650–€35,650 / year
About the role
You will participate in the analysis of new products and pricing models for financial instruments, including the measurement of fair value adjustments and prudent valuation. Additionally, you will implement and integrate pricing libraries into risk management systems using programming languages and machine learning techniques. Candidates must hold a Master's degree in a quantitative discipline such as Mathematics, Physics, or Finance. Proficiency in English and strong knowledge of financial mathematics, numerical methods, and programming in Python or Matlab are required.