full-time
CRO - Quantitative Financial Engineering Analyst
Intesa Sanpaolo Group
- Employer
- Intesa Sanpaolo Group
- 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 pricing libraries into risk management systems and develop 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 modeling, numerical methods, and programming languages like Python or Matlab are required.