Junior - Financial Engineering | Milan

Junior – Financial Engineering | Milan

The chance to build a better future is right in front of you.

Do Work That Matters - Your role and responsibilities

Do you want to pursue a profession that is truly meaningful and impactful? At KPMG, you will have the opportunity to help clients, the company and colleagues address and solve the most current and complex challenges. KPMG Advisory offers consulting services to companies to assist them in business model transformation, process improvement and digitisation, risk analysis and management, and support in extraordinary finance transactions . When you join the Financial Risk team in Milan , you are going to work on Financial Engineering projects, for top-tier clients in the Financial Services sector.

Specifically, you will be tasked with:

• pricing and risk analysis of complex financial products;
• derivative portfolio restructuring and development of the related financial models;
• market and counterparty risk modelling (VaR and Greeks, CCR exposure measures, CVA and DVA);
• financial instrument risk management and related control processes;
• hedge accounting models for banks and corporates;
• set up and strengthen of financial risk management environment for corporates;
• contribute to the development of Proofs of Concept (PoCs) to explore and validate innovative technologies, with a focus on Machine Learning, Blockchain, and Quantum Computing.
  
  

Skills

Come As You Are - Your skills and characteristics

This is the perfect opportunity if you have:

• a specialist degree (graduate or nearing completion) in engineering, physics, mathematics or any other quantitative faculty;
• knowledge of programming software and languages (Python, R);
• knowledge of the fundamentals of quantitative finance is a plus;
• familiarity with machine learning techniques is a plus;
• knowledge of information providers such as Bloomberg, Refinitiv, and ICE is a plus;
• excellent knowledge of Italian and English, preferably with study and/or work experience abroad;
• excellent problem-solving and teamwork skills.
  
  

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.
  
  

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 30415 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. 679/2016 (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.