Join to apply for the Group Financial Risk Management Audit role at UniCredit.
What you can expect from us
* Audit activities on the risk management processes relating to market risks, counterparty risks, and "other trade credit risks" (FX settlement risk, issuer risk in the Trading Book, issuer risk in the Banking Book).
* Audit activities on the development and validation of internal models, pricing, and valuation risk frameworks, with particular reference to Basel regulations (Pillar I and Pillar II).
* Audit activities on the revision of the Trading Book (Fundamental review of the Trading Book – FRTB).
* Audit activities on liquidity risks, interest rate risks of the banking book, and behavioral models for liquidity and interest rate risk.
What we expect from you
* Ability to map, analyze, and optimize organizational processes.
* Qualifications: Degree in Physics/Mathematics, Quantitative Finance, or equivalent.
* Knowledge of Quantitative Finance Risk concepts, market models, and pricing functions.
* Preferential knowledge of C++, R, Bloomberg, Thomson Reuters, Python.
* Fluent in English.
* Knowledge of ILAAP, ALM/Liquidity Risks, Counterparty Risk Internal Model, FRTB, Basel 3 topics, SREP Pillars, Market Risk Management, Derivatives Instruments, Pricing, Trading, and Sales activities.
Our offer to you
We value diversity and aim to create an environment that supports professional growth. UniCredit University offers tailored training and development opportunities across the Group.
About UniCredit Group
UniCredit is a pan-European Commercial Bank committed to empowering communities and delivering excellence. We serve over 15 million customers, focusing on digitalisation and ESG principles to ensure sustainable growth and innovation.
We are an equal opportunity employer, fostering diversity and inclusive behaviors to enhance innovation, creativity, and workplace well-being.
Seniority level
* Mid-Senior level
Employment type
* Full-time
Job function
* Accounting/Auditing and Finance
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