ALM Quantitative Analyst (12824)
Tempo determinato Milan (Metropolitan City of Milan) Sviluppo informatico
Descrizione dell'offerta
Vacancy Type: Internship
· Job Area: Planning, Finance And Administration
· Location: Milano
Area description
The “Planning, Finance and Administration” (PFA) department’s mission is to:
maximise the return on capital employed and growth over time, encouraging the Group's responsibility centres to reach the preset goals;
provide support for Business managers as they formulate their M&A proposals and for the related implementation, coordinating the entire execution phase.
ensure the Group’s assets & liabilities balance, the economic and financial sustainability of the Group's growth policies for the loan market and appropriate liquidity levels, according to limits defined by the relevant bodies.
Function description
The Group Credit Treasury Unit (GCT) is responsible for the optimization of the risk/return profile of the loan banking book. The profitability of credit business will be primarily sought through the development of pricing discipline and advisory activities during the origination phase.
Job description
Main activities:
· producing daily and monthly reports on banking book interest rate risk
· management of ALM system used to monitor liquidity and banking book interest rate risk
· analysis of dataset used for the development of behavioural model to manage liquidity and banking book interest rate risk (e.g. non maturing deposits, prepayment risk)
What we expect from you
· Analytical skills
· Collaboration and team work aptitude
· Efficiently communicate verbally and writing
· Fluency in English
· Good knowledge of MS Office suite
· Knowledge of database management, queries and related tools (e.g. Excel, Access, SAS, SQL, Oracle, MatLab, VBA)
· Problem solving
· Result oriented aptitude
· Degree in Economics
What we offer to you
You will be challenged with an unique 6-months development experience, working in a team oriented, dynamic and international environment.
· Entry date: 03/09/2018
· Contract Type: Internship
· Recruiter Detail:
· Career website: www.careers.unicreditgroup.eu
· Vacancy Type: Internship
· Job Area: Planning, Finance And Administration
· Location: Milano
Area description
The “Planning, Finance and Administration” (PFA) department’s mission is to:
maximise the return on capital employed and growth over time, encouraging the Group's responsibility centres to reach the preset goals;
provide support for Business managers as they formulate their M&A proposals and for the related implementation, coordinating the entire execution phase.
ensure the Group’s assets & liabilities balance, the economic and financial sustainability of the Group's growth policies for the loan market and appropriate liquidity levels, according to limits defined by the relevant bodies.
Function description
The Group Credit Treasury Unit (GCT) is responsible for the optimization of the risk/return profile of the loan banking book. The profitability of credit business will be primarily sought through the development of pricing discipline and advisory activities during the origination phase.
Job description
Main activities:
· producing daily and monthly reports on banking book interest rate risk
· management of ALM system used to monitor liquidity and banking book interest rate risk
· analysis of dataset used for the development of behavioural model to manage liquidity and banking book interest rate risk (e.g. non maturing deposits, prepayment risk)
What we expect from you
· Analytical skills
· Collaboration and team work aptitude
· Efficiently communicate verbally and writing
· Fluency in English
· Good knowledge of MS Office suite
· Knowledge of database management, queries and related tools (e.g. Excel, Access, SAS, SQL, Oracle, MatLab, VBA)
· Problem solving
· Result oriented aptitude
· Degree in Economics
What we offer to you
You will be challenged with an unique 6-months development experience, working in a team oriented, dynamic and international environment.
· Entry date: 03/09/2018
· Contract Type: Internship
· Recruiter Detail:
· Career website: www.careers.unicreditgroup.eu