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)
🏢 Experteer Italy
📍 Milano