Experteer Overview Join Intermonte's Risk Management team to independently verify prices, validate valuation methodologies, and oversee fair value governance for complex derivatives and structured products. You will collaborate closely with Front Office and IT to ensure robust pricing, data quality, and risk metrics. This role offers meaningful impact by strengthening independent controls and supporting new product initiatives in a fast-paced capital markets environment.

A compelling opportunity to shape valuation governance within a leading Italian investment firm.

Retribuzione / Benefits Perform IPV activities on derivative and structured product portfolios

Validate pricing methodologies for new complex instruments

Analyze and validate market data for valuation and risk measurement

Conduct independent reviews of market data underlying derivatives and structured products

Support and develop Model Validation activities and the Model Risk Management Framework

Assess impact of modelling assumptions and market parameters on valuations and risk metrics

Perform quantitative analyses, stress tests,



and sensitivity analyses on pricing models

Support Market Risk and Counterparty Risk activities

Contribute to maintenance and enhancement of Fair Value Policy and IPV Policy

Develop tools and automation solutions in Python to support Risk Management activities

Responsabilità Master's degree in a quantitative discipline

1 year of experience in Market Risk, Model Validation, Valuation Risk, IPV, or Counterparty Risk

Experience in investment banks or capital markets firms

Strong knowledge of listed and OTC derivatives

Solid understanding of pricing models and valuation techniques for structured products

Experience with Fair Value activities and IPV processes

Excellent Python programming skills

Proficiency with Bloomberg and other major market data providers

Good command of English (written and spoken)

Requisiti fondamentali Lavoro da remoto and flexible hours

Corporate welfare system

Meal vouchers

Supplementary healthcare coverageWellbeing initiatives

Training and development programs

📌 Valuation & Structured Products Risk Analyst (Milano)
🏢 Altro
📍 Milano