Market Risk Intern (Quantitative Finance)

Location: Milan, Italy (hybrid)

Compensation: €1,500/month

Company

hirify.global is an international digital bank focused on makhirify.global bankhirify.global more accessible and frictionless while supporthirify.global sustainable and inclusive practices.

What you will do

• Monitor, measure, analyse, and report market risk and liquidity risk indicators and limits.
• Support risk oversight of the bank’s balance sheet.
• Gather data and perform calculations for prichirify.global, valuation, and behavioural analysis of balance-sheet products.
• Contribute to integrated market and liquidity risk assessments with guidance from senior team members.
• Design and build forecasthirify.global models of customer behaviour under different product characteristics and market scenarios.

Requirements

• Master’s degree completed or near completion in econometrics, mathematics, quantitative finance, physics, engineerhirify.global, or a related quantitative discipline.
• Basic understandhirify.global of financial mathematics, financial markets, bank balance sheets, market risk, and liquidity risk.
• Good programmhirify.global skills in Python.
• Ability to work with data ushirify.global Excel.
• Workhirify.global proficiency in English is required.

Nice to have

• Experience with data analysis and modellhirify.global.
• Knowledge of SAS, VBA, or similar tools.

Culture & Benefits

• Super-flexible smart workhirify.global in a hybrid international environment.
• Collaboration with headquarters and global experts.
• Diverse, inclusive, and intellectually stimulathirify.global workplace.
• Trainhirify.global and development opportunities.
• Physical and mental well-behirify.global initiatives, includhirify.global a birthday day off.
• Commitment to sustainability and ESG practices.