Impairments and Capital Models Validation:- Validation and monitoring of all PD, SICR, LGD, CCF, repayment/prepayment and behavioural maturity models used to calculate weighted ECL under IFRS9- Independent assessment of forward-looking probability weighted ECL, both in terms of its calculation and compliance with governing regulation- Review of algorithms and processes employed in the calculation of Own Funds at COREP C.01 level (CET1, AT1, T2)- Review of algorithms and processes employed in the calculation of RWA for Market, Counterparty and CVA risk (COREP C.18, C.22, C.34)

- Risk models and strategy: Interest rate pass-through, Pre-Provision Net Revenue (PPNR), IFRS9 impairments, behaviour scoring, RAROC, monitoring and alerts, risk policy and governance models- Advanced analytics: valuation of NPL portfolios, client clustering beyond segmentation (k-means), adaptative modelling to minimise churn rates in commercial policies applying to retrocession fees (machine learning), data cleansing and optimisation through neurolinguistic algorithms- Organization and efficiency: definition of new roles within the Organization, right-sizing strategies,organizational restructuring following a cross-border acquisition- Digital transformation: digital strategy, process redefinition, transforming organizations towards data-driven organisational models

- Equity derivatives trading: responsible for the exotic equity book, including cliquets, reverse cliquets, autocalls and correlation baskets and index volatility trading- IR derivatives trading: covering both prop trading and client flow (mostly in European rate markets ie. EUR, GBP, scandies and CEE) covering a wide range of synthetic instruments (swaps – both outright and curve/flies, OIS, ASW, basis and also vanilla swaption and cap-floor vol)support in treasury and banking book management, structured solutions product development, market making to large corporate clients- Quantitative analytics and risk management: 1LoD risk management function, complex model testing, volatility surface calibration, EOD position

Off-shore rates desk comprising propietary trading, ALM banking book hedge and client origination.

- New product structuring: structuring of tailormade solutions (both investment and liability hedging structured) to institutional clients (including banks, insurance and hedge funds)- Distribution, sales and marketing: flow business client coverage, pitchbook drafting, corporate events- Selected for bank’s exclusive Leadership & Business Development programme, offered to second year analysts as a means to fast-track future promotions and reserved for top achievers of each intake

Management of the Real Estate SPV geared towards institutional investors but with a co-investment rationale mainly in development and lettings (both FoF and direct investing), REOs, REITs and structured securities (CDO and ABS)

Internship in the FX/MM desk: responsible for foreign exchange and money market trade execution (spot deals, options, swaps and forwards) for corporate, retail and private clients.