Overview
In this role, you help design and evolve risk governance frameworks for top financial services clients in Milan. You will work within the Financial Risk team to advance RAF, ICAAP, and capital planning, as well as stress testing and regulatory exercises. You’ll collaborate with cross‑functional teams to connect risk insights with business strategy and governance. The opportunity combines strategic risk management with hands‑on model and process enhancement, in a dynamic, inclusive environment.
Retribuzione / Benefits hybrid work arrangement
advanced training and development
inclusive work environment
mental and physical wellbeing initiatives
international exposure
competitive salary range
Responsabilità Design, implement, and enhance Risk Appetite Frameworks (RAF) with KPI/KRI, thresholds, governance, and reporting
Oversee end‑to‑end ICAAP management, including risk materiality, taxonomy,



Pillar 2 projections, and capital planning
Develop and execute stress testing frameworks (ICAAP stress tests, reverse tests, scenario analyses) to assess capital/liquidity resilience
Lead regulatory stress testing activities (EBA/ECB/national supervisors): design, data collection, model execution, governance and interaction with authorities
Requisiti fondamentali 2+ years of experience in Risk Management or Planning in banks, credit institutions, or consulting (RAF, ICAAP, RWA, stress testing)
Bachelor's degree in business or science
Excellent English skills; international experience preferred
Strong proficiency with MS Office
teamwork
communication
analytical thinking
Python
R
Matlab

📌 Senior - Risk Governance | MI (Pavia)
🏢 Kpmg
📍 Pavia