Questa posizione è in KPMG Il processo di selezione sarà interamente gestito KPMG.
-- Senior - IRRBB, CSRBB development and validation of behavioral models (Non-Maturity Deposits NMD, prepayments, line draws, etc.); modeling of banking products for EVE and NII estimation; calculation and analysis of key liquidity short-term (e.g., LCR) and medium/long-term (e.g., NSFR) indicators; application/calibration of stress scenarios for interest rate, credit spread and liquidity risk also from a climate you possess a bachelor's degree in business or science; possess excellent knowledge of the English language, preferably backed up by experience abroad; possess excellent knowledge of the office package; knowledge of programming languages such as XGBoost, Python, R, Matlab, Stata for database analysis will be considered a plus.
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.
Standard employment contract under the collective labour agreement for the commerce sector, with a gross annual salary ranging from €31,000 to €41,000.
The salary is determined on the basis of objective criteria,



including the candidate's skills and experience assessed against the requirements of the role.
In accordance with applicable legislation, we do not collect or use information relating to remuneration received in current or previous employment.
Our selection procedures are based on objective and gender-neutral criteria.
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 .
As a result of our commitment to fostering an inclusive work environment, our Network has obtained ISO ***** certification , which certifies compliance of the Diversity and Inclusion Management System, and UNI PdR 125 , which certifies gender equality.
Within our Impact Plan - [Our Impact Plan (kpmg.com)](#) - you will find summarised all the concrete actions we are taking on environmental, social and governance (ESG) issues.
Join us!
Your data will be processed in full compliance with the provisions of Regulation (EU) no. ******** (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.
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📌 Senior - Irrbb, Csrbb & Liquidity | Mi (Milano)
🏢 Kpmg
📍 Milano