I have a quantitative background and I was always attracted to the field of probability. My first degree was in this area and my final thesis was about an analysis of the non-stationary stochastic process. During my Risk Management Internship at FCA Bank, I trained and exploited my analytical skills by helping the Risk team with the final functional test on the new credit losses model of the company using Excel and Access. In this internship I also had to prepare, working together with various member of different department, such as Risk & Permanent Control, Accounting and Planning & Analysis, a document containing a gap analysis between this new credit loss model and the new requirements of the new “IFRS 9:Financial Instrument”. During this phase I also prepared deep correlation analyses between the FCA Bank portfolio and the major macro economical variables.