**Junior - Financial Engineering| Milan**
- The chance to build a better future is right in front of you_ **_ Do Work That Matters _**: - Your role and responsibilities** Do you want to pursue a profession that is truly meaningful and impactful? At KPMG, you will have the opportunity to help clients, the company and colleagues address and solve the most current and complex challenges. **KPMG Advisory**offers consulting services to companies to assist them in business model transformation, process improvement and digitisation, risk analysis and management, and support in extraordinary finance transactions. When you join the Financial Risk team in Milan_, _you are going to work on **Financial Engineering**projects, for top-tier clients in the Financial Services sector. Specifically, you will be tasked with: - pricing and risk analysis of complex financial products;
- derivative portfolio restructuring and development of the related financial models;
- market and counterparty risk modelling (VaR and Greeks, CCR exposure measures, CVA and DVA);
- financial instrument risk management and related control processes;
- hedge accounting models for banks and corporates;
- set up and strengthen of financial risk management environment for corporates;
- contribute to the development of Proofs of Concept (PoCs) to explore and validate innovative technologies, with a focus on Machine Learning, Blockchain, and Quantum Computing. **_ Come As _**_You Are - Your skills and characteristics_** This is the perfect opportunity if you have: - a specialist degree (graduate or nearing completion) in engineering, physics,



mathematics or any other quantitative faculty;
- knowledge of programming software and languages (Python, R);
- knowledge of the fundamentals of quantitative finance is a plus;
- familiarity with machine learning techniques is a plus;
- knowledge of information providers such as Bloomberg, Refinitiv, and ICE is a plus;
- excellent knowledge of Italian and English, preferably with study and/or work experience abroad;
- excellent problem-solving and teamwork skills. **_ Your Future With Us - What you’ll find at KPMG_**
- An **inclusive** and equitable** work environment** that respects, encourages and values **diversity.**: - A challenging and dynamic environment that encourages** creativity** and **teamwork.**: - **Hybrid** work arrangements to promote a healthy work-life balance.
- Advanced **training** and development programmes to stay current.
- **International** mindset** and **innovative projects.**: - Initiatives focused on **mental and physical well-being.** **_Together for Better - Our values and commitment_** Leadership, teamwork, respect every individual, continuous learning, transparency, commitment to the community and integrity. These are the **KPMG** **values**that create an environment that encourages the sharing of ideas and knowledge, so our professionals can **achieve their full potential**. **Join us!**
- Your data will be processed in full compliance with the provisions of Regulation (EU) no. 679/2016 (General Data Protection Regulation - “GDPR”), as amended. For more information, please see KPMG’s privacy policy_._
- KPMG Advisory S.p.A. is an equal opportunity employer._

📌 Junior - Financial Engineering Milan (Milano)
🏢 Kpmg
📍 Milano