Risk Analytics Intern - Milano [OTS]
Core
Support the development, validation, and audit of credit risk management models (accounting, regulatory, and operational) for banking groups and financial intermediaries, focusing on parameters like PD, LGD, and EAD.
Role type
Intern, quantitative risk analyst
Builds
Credit risk frameworks and model validations for financial clients
Domain
Financial Services / Risk Management
Deliverable
production ML models | dashboards & analysis
Required skills
Quantitative background (Finance, Econometrics, Statistics, Math, Physics, Engineering), SAS, Python, R, English (fluent)
Preferred skills
Machine learning, GenAI adoption, ESG risk factors, Project Management
Technologies
SAS, Python, R, Office Suite
Responsibilities
Participate in development, validation, and audit of credit risk models; Explore innovative approaches like ML and GenAI for risk frameworks; Work with expert teams on quantitative risk topics; Support project advancement with structured project management.
Seniority
Intern, trainee