Market Risk Intern

Job description

ING Bank Italy is looking for a Quantitative Market Risk Intern to join the Market Risk department at our office in Milan. This internship offers a unique opportunity to apply quantitative methods to real market risk, pricing and behavioural modelling challenges, within a leading international bank. You will be part of a highly analytical and international environment, gaining end‑to‑end exposure to Market Risk activities and contributing (with guidance from senior team members) to: - Monitoring, measuring, analysing and reporting market risk and liquidity risk indicators and limits, supporting informed risk oversight of the bank’s balance sheet. - Data gathering, calculations and analytical pre‑work for pricing, valuation and behavioural analysis of balance‑sheet products, contributing to integrated market and liquidity risk assessments. - Designing and building an advanced forecasting model of customer behaviour under different product characteristics and market scenarios, applying quantitative techniques to a real business problem. Requirements: - A unique opportunity to apply advanced quantitative skills in a real banking environment, working on intellectually challenging probl...