Derivative pricing models jobs

Capital Markets Structuring Associate

Intesa Sanpaolo S.p.A. · Posted Nov 5, 2026

Milan, Italy
€60K–€60K per year
4+ years

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Structuring capital markets transactions for institutional clients, developing pricing models, risk management strategies, and data monitoring solutions.

Compensation

Gross annual salary starting from €60,000

Responsibilities

Develop pricing model prototypes to support transaction structuring, valuation and quantitative analysis
Design risk management strategies for tail-risk management of financial portfolios
Develop toolboxes and data-monitoring solutions to track transaction activity and support business analysis
Collaborate with Sales and Trading to structure capital markets transactions across derivatives, secured financing, and investment products
Prepare business activity reports including pipeline reports, transaction monitoring and analysis of business flows

Requirements

Nice to have: international professional or academic experience

Skills

derivative pricing models Bloomberg Excel VBA Python

FICC - FX Derivatives Trader

FICC - FX Derivatives Trader

Responsibilities

Requirements

Skills

Capital Markets Structuring Associate

Compensation

Responsibilities

Requirements

Skills

Benefits