Risk Management Internship – Pricing Model Validation / FRTB

Mediobanca is an established, specialized financial operator operating in Wealth Management, Corporate & Investment Banking and Consumer Finance, with an unparalleled reputation in the Italian market, consolidated by an acknowledged responsible approach to banking, the high professionalism of staff, and the excellence of the services offer.

We are seeking a motivated and detail-oriented intern to support the Pricing Model Validation team. This internship offers a unique opportunity to gain hands-on experience in model validation processes, with a focus on pricing models and regulatory sensitivities within the FRTB framework. The intern will contribute to activities driven by internal policy requirements, working closely with experienced risk managers.

Key Responsibilities:

• Pricing Model Validation:
  
• Support the execution of new validations and periodic revalidations of p...