The role

Join Scalapay’s Compliance & AML team as a Process Automation & Data Analysis Intern.

You will work closely with the Compliance & AML team to identify, design, and develop automation solutions for internal processes, as well as transform operational data into actionable insights to support compliance and AML analysis.

This is a hands-on opportunity for those who want to apply technical and analytical skills in a regulated, fast-paced, and international environment.

What you will do

• Analyze operational processes within the Compliance & AML area to identify automation opportunities;
• Develop internal tools for monitoring, reporting, and document management;
• Analyze datasets from internal sources to identify patterns, anomalies, and trends relevant to AML compliance;
• Build dashboards and periodic reports to monitor compliance KPIs and support audit activities;
• Collaborate with the team to develop risk analysis models and support the interpretation of transactional data.

Who we are looking for

• Recent graduate (Bachelor’s or Master’s degree) in Computer Science, Computer Engineering, Data Science, Economics with a quantitative focus, or related fields;
• Familiarity with IT tools and programming;
• Strong problem-solving skills and a structured approach to process and data analysis;
• English at a fluent level as the team is international;
• Curious, proactive, and eager to learn in a fast-evolving environment.

Nice to have

• Basic knowledge of AML/KYC regulations or the fintech/payments industry;
• Experience with data analysis and data management tools;
• Ability to analyze and clearly communicate insights derived from large datasets;
• Previous experience, including academic projects, involving dataset exploration.

What we offer

• Hands-on experience in one of Europe’s most innovative fintech companies;
• Continuous mentorship from senior Compliance & AML professionals;
• Dynamic, international, and meritocratic work environment;
• Competitive monthly internship allowance;
• Potential for growth and full-time opportunity at the end of the internship.

Tell us about a project (personal or academic) where you used automation — we’d love to hear what you’ve built! 🛠️

The Product Specialist - XVA and CCR will work within the product management team to support the development of a next-generation end‑user front‑to‑risk application for the financial markets industry, with a primary focus on Counterparty Credit Risk (CCR) and XVA (CVA, DVA, FVA, etc.) capabilities.

This role requires a hands-on Product Specialist with business analysis skills who will work closely with internal Risk teams and UX/Design stakeholders to translate complex risk methodologies into intuitive, user‑friendly workflows, screens, and interactions.

The successful candidate will own the definition and documentation of user‑centric requirements and functional specifications in JIRA, ensuring that CCR and XVA functionality is not only analytically correct, but also usable, explainable, and efficient for end users such as traders, risk managers, and control teams.

What You'll Do:

• Contribute to and maintain the product roadmap for an end‑user front‑to‑risk platform, with a strong focus on usability and user experience across CCR and XVA workflows.
• Act as a key liaison between Risk teams, Product Management, UX/Design, and Development, ensuring that risk methodologies are reflected in clear, intuitive user experiences.
• Lead the definition of user‑centric requirements for CCR and XVA features, producing high‑quality user stories, functional specifications, acceptance criteria, and workflow descriptions in JIRA, with a strong emphasis on end‑user needs.
• Own and manage the end‑to‑end requirements lifecycle in JIRA for CCR/XVA initiatives, including epic and story creation, backlog grooming, prioritization, dependency identification, and ongoing clarification with developers and designers.
• Ensure that clear and complete functional test cases are defined for Market Risk features, enabling developers, QA, and business users to validate expected system behavior and outcomes.
• Partner closely with Risk teams to capture requirements related to exposure, PFE, netting, collateral, margining, SA‑CCR/IMM, and XVA, and translate them into clear UI‑level behaviors, user flows, controls, and explanations.
• Collaborate with UX and design stakeholders to define screen layouts, navigation concepts, user interactions, and terminology, ensuring consistency and usability across CCR and XVA features.
• Lead the software development lifecycle by applying best practices in functional design, usability‑aware documentation, review, and validation of end‑user features.
• Elicit requirements using interviews, workshops, use cases, personas, business process descriptions, and workflow analysis, with specific attention to how end users consume, understand, and act on risk information.
• Critically evaluate information gathered from risk, business, and technical stakeholders; reconcile conflicts; and decompose complex CCR/XVA concepts into clear, consumable user experiences.
• Serve as the primary functional point of contact for development teams, providing ongoing clarification on CCR/XVA requirements and UX expectations, and ensuring delivered functionality meets both functional and usability acceptance criteria.
• Participate in reviews and UAT alongside Risk and business users to validate that CCR and XVA functionality is accurate, intuitive, explainable, and aligned with real user workflows.
• Support presales, client demonstrations, and onboarding activities by explaining CCR/XVA user workflows and UI behaviors in collaboration with Product and Risk teams.

What We're Looking For:

• Bachelor’s degree in finance, mathematics, computer science, or a related field.
• 5+ years of experience in the Financial Services industry, including experience working directly with end‑user applications in front office, middle office, or risk functions.
• Strong domain expertise in Counterparty Credit Risk and XVA, including exposure calculation, PFE, netting and collateral, margining, and valuation adjustments (CVA, DVA, FVA, etc.).
• Demonstrated experience collaborating closely with Risk teams to capture, document, and validate risk requirements and methodologies.
• Proven experience writing user‑centric requirements and specifications for development teams, ideally using JIRA (epics, user stories, acceptance criteria, workflows, and backlog management).
• Strong appreciation for UX and usability in financial applications, with the ability to translate complex risk analytics into intuitive and efficient user workflows.
• Solid understanding of the Derivative Trade Lifecycle and how CCR and XVA concepts are consumed by end users across Front, Middle, and Risk functions.
• Familiarity with financial product structures, curve building, market and reference data as presented in user‑facing systems.
• Working knowledge of front office, middle office, or enterprise risk management systems with graphical user interfaces.
• Excellent written and verbal communication skills, with the ability to communicate effectively with risk professionals, developers, designers, and business users.
• Self‑motivated, detail‑oriented, and focused on delivering high‑quality, user‑centric CCR and XVA capabilities.
  

Where You’ll Work:

This is a hybrid or remote role, open to the EMEA region with a preference for those who live in the Milan, Italy area.

An important note on salary:

The annual pay range for this position is based on the preferred primary location of the role which is listed above. If you are applying to this role at a location that is not the preferred primary location, please keep in mind the salary range will vary and may fall outside of what is listed. Base pay offered may vary depending on job-related knowledge, skills, and experience.

Also note that unsolicited contact from third-party recruiters or agencies will not be considered at this time. We respectfully request no outreach from agencies.

The Product Specialist - Trading will work within the Product Management organization on the Trade Management & Workflow vertical of Oneview, a next‑generation front‑to‑risk application for the financial markets industry.

The role owns the end‑to‑end functional specification of a trade as it lives within Oneview: from pre‑trade analysis and validation, through trade capture and booking, across all lifecycle events, and through interactions with upstream and downstream systems. These include upstream trading venues and clearing platforms, as well as downstream payment, settlement, and back‑office systems. The remit also includes trade‑level settled cash flows and their full lifecycle.

While primarily focused on workflows and controls rather than analytics, the role requires a solid understanding of core risk management concepts to ensure trade processes are risk‑aware and fully compatible with downstream risk and PnL analytics.

What You'll Do:

• Define functional specifications for the complete trade lifecycle within a front‑to‑risk application, from pre‑trade checks through booking, lifecycle events, and termination.
• Own user‑centric requirements in JIRA for trade capture, booking models, lifecycle states, approvals, validations, and workflow orchestration.
• Specify interactions with upstream systems such as execution venues, trading platforms, and clearing houses (e.g. trade enrichment, confirmations, clearing state).
• Define workflows governing downstream integrations with payment systems, settlement platforms, and back‑office systems.
• Own functional behavior for trade‑level settled cash flows, including generation, amendments, netting, settlement status, and lifecycle tracking.
• Define booking hierarchies and core trade attributes (legal entity, desk, book) and ensure correctness for downstream risk, PnL, and operations.
• Collaborate with UX/Design to define intuitive screens for trade capture, lifecycle tracking, workflow actions, and operational views.
• Ensure workflows enforce appropriate controls, roles, permissions, and approval chains.
• Define functional test cases and support reviews and UAT with trading, operations, and risk users.
• Act as the primary functional contact for developers on Trade Management & Workflow topics.

Qualifications:

• 5+ years of experience with trade management or front‑to‑back trading systems.
• Strong understanding of the full derivative trade lifecycle, including clearing, settlement, and cash‑flow processing.
• Good working knowledge of risk management fundamentals (PnL, sensitivities, VaR, exposure) and their dependency on accurate trade and lifecycle data.
• Experience specifying workflows involving upstream venues or clearing platforms and downstream payment and back‑office systems.
• Proven ability to write clear, structured, user‑centric requirements in JIRA.
• Exposure to multiple asset classes and their lifecycle specificities.
• Strong communicator, comfortable working across product, engineering, trading, operations, and risk teams.

Where You’ll Work:

This is a hybrid or remote role, open to the EMEA region with a preference for those who live in the Milan, Italy area.

An important note on salary:

The annual pay range for this position is based on the preferred primary location of the role which is listed above. If you are applying to this role at a location that is not the preferred primary location, please keep in mind the salary range will vary and may fall outside of what is listed. Base pay offered may vary depending on job-related knowledge, skills, and experience.

Also note that unsolicited contact from third-party recruiters or agencies will not be considered at this time. We respectfully request no outreach from agencies.

The Product Specialist - Market Risk will work within the product management team to support the development of a next‑generation end‑user front‑to‑risk application for the financial markets industry, with a primary focus on Market Risk capabilities.

This role requires a hands‑on Product Specialist with Business Analysis skills who will work closely with internal Risk teams and the application product management to translate complex market risk methodologies into intuitive, user‑friendly workflows, screens, and interactions.

The successful candidate will own the definition and documentation of user‑centric requirements and functional specifications in JIRA, ensuring that Market Risk functionality is not only analytically robust, but also clear, explainable, and efficient for end users such as traders, market risk managers, desk risk controllers, and senior risk stakeholders.

What You'll Do:

• Contribute to and maintain the product roadmap for an end‑user front‑to‑risk platform, with a strong focus on usability and user experience across Market Risk workflows.
• Act as a key liaison between Market Risk teams, Product Management, UX/Design, and Development, ensuring risk methodologies are accurately reflected in intuitive user experiences.
• Lead the definition of user‑centric requirements for Market Risk features, producing high‑quality user stories, functional specifications, acceptance criteria, and workflow descriptions in JIRA.
• Own and manage the end‑to‑end requirements lifecycle in JIRA for Market Risk initiatives, including epic and story creation, backlog grooming, prioritization, dependency identification, and continuous clarification with developers and designers.
• Ensure that clear and complete functional test cases are defined for Market Risk features, enabling developers, QA, and business users to validate expected system behavior and outcomes.
• Partner closely with Market Risk teams to capture requirements related to VaR, SVaR, stress testing, sensitivities (Greeks, DV01), limits, risk aggregation, and intraday risk, and translate them into clear UI‑level behaviors, user flows, controls, and visualizations.
• Collaborate with UX and design stakeholders to define screen layouts, navigation models, interaction patterns, reporting views, and risk visualizations, ensuring consistency and usability across Market Risk features.
• Lead the software development lifecycle by applying best practices in functional design, usability‑aware documentation, review, and validation of Market Risk end‑user functionality.
• Elicit requirements using interviews, workshops, use cases, personas, business process descriptions, and workflow analysis, with particular focus on how different user personas consume, analyze, and act on market risk information.
• Critically evaluate information gathered from risk, business, and technical stakeholders; reconcile conflicts; and decompose complex Market Risk concepts into clear, consumable, and actionable user experiences.
• Serve as the primary functional point of contact for development teams, providing ongoing clarification on Market Risk requirements and UX expectations, and ensuring delivered functionality meets both functional and usability acceptance criteria.
• Participate in reviews and UAT together with Market Risk and business users to validate that Market Risk functionality is accurate, intuitive, explainable, and aligned with real‑world risk management workflows.
• Support presales, client demonstrations, and onboarding activities by explaining Market Risk user workflows, dashboards, and analytics in collaboration with Product and Risk teams.

What We're Looking For:

• Bachelor’s degree in finance, mathematics, computer science, engineering, or a related field
• 5+ years of experience in the Financial Services industry, including experience working with end‑user Market Risk applications in front office, middle office, or risk functions
• Strong domain expertise in Market Risk, including VaR/SVaR methodologies, stress testing, sensitivities, limits monitoring, and risk aggregation across asset classes
• Demonstrated experience collaborating closely with Market Risk teams to capture, document, and validate risk requirements and methodologies
• Proven experience writing user‑centric requirements and specifications for development teams, ideally using JIRA (epics, user stories, acceptance criteria, workflows, and backlog management)
• Strong appreciation for UX and usability in risk applications, with the ability to translate quantitative market risk analytics into intuitive user workflows and visualizations
• Solid understanding of the Derivative Trade Lifecycle and the interaction between trading activity, market data, pricing, and market risk metrics
• Exposure to multiple asset classes (Fixed Income, Equities, FX, Credit, Commodities) and their Market Risk characteristics
• Familiarity with market data, curves, scenarios, and reference data as presented in user‑facing systems
• Working knowledge of front office, middle office, or enterprise risk management systems with graphical user interfaces
• Excellent written and verbal communication skills, with the ability to communicate effectively with market risk professionals, developers, designers, and business users
• Self‑motivated, detail‑oriented, and focused on delivering high‑quality, user‑centric Market Risk capabilities

Where You’ll Work:

This is a hybrid or remote role, open to the EMEA region with a preference for those who live in the Milan, Italy area.

An important note on salary:

The annual pay range for this position is based on the preferred primary location of the role which is listed above. If you are applying to this role at a location that is not the preferred primary location, please keep in mind the salary range will vary and may fall outside of what is listed. Base pay offered may vary depending on job-related knowledge, skills, and experience.

Also note that unsolicited contact from third-party recruiters or agencies will not be considered at this time. We respectfully request no outreach from agencies.

The Mission

We are looking for a motivated and curious Credit Risk Analyst to join our Credit Risk team and help protect Scalapay, its customers and merchants from credit risk. 

In this role, you’ll play a key part in monitoring and improving the quality of our credit portfolio, identifying risk patterns, and contributing to strategies that reduce credit losses while maintaining a seamless customer experience. You’ll work closely with Data Scientists, Product Managers, Engineers, and Fraud specialists, with real exposure to decision-making and measurable impact on the product.

What You’ll Do

• Monitor and analyze the credit portfolio through data-driven studies, statistical analyses, and reporting.
• Track portfolio performance and trends across customers and merchants, contributing to forecasting and risk insights.
• Oversee and enhance application processing and credit scoring processes, monitored internally at high frequency and developed in collaboration with specialized external providers.
• Leverage Credit Bureau (SIC) data and indicators to support credit decisions and portfolio monitoring.
• Collaborate with the Fraud Management team to detect and prevent emerging fraud patterns and anomalies across the credit lifecycle.
• Contribute to the evolution of credit risk strategies in a fast-growing BNPL environment.
  
  

Who We're Looking For:

Must Have

• A bachelor’s degree in Mathematics, Statistics, Economics, or a related quantitative field.
• Hands-on experience with credit scoring models, tools, and methodologies.
• Strong proficiency in SQL for data extraction and analysis.
• Experience or working knowledge of AWS-based tools (e.g. SageMaker, Feast (open source of Tecton), Amazon QuickSight).
• A solid understanding of credit risk management in financial services, payments, or e-commerce.
• Strong analytical and problem-solving skills, with attention to detail.
• Ability to work effectively in a fast-paced, cross-functional environment.
• Strong written and verbal communication skills in English.
  
  

Nice to Have

• Experience with Python, SAS, R, or similar tools for data analysis.
• Previous exposure to consumer credit markets, particularly in credit risk or application processing.
  
  

 Why you should join Scalapay:

• A high-impact role in a leading BNPL fintech, where your work directly influences product performance.
• Exposure to the entire credit lifecycle, from application to portfolio monitoring.
• Daily collaboration with highly skilled, cross-functional teams.
• Opportunities for professional growth, ownership, and technical development in a dynamic environment.

Recruitment Process:

1. An initial chat with our Talent Team
2. The first interview with the Hiring Manager to dive deep into your experiences and better understand your motivation
3. Interview with our Chief Risk Officer
4. A case study to test your attitude and hard skills
5. A final chat with Simone, our CEO

Are you a mathematics expert fluent in Italian, eager to shape the future of AI? Large‑scale language models are evolving from clever chatbots into powerful engines of scientific discovery. With high‑quality training data, tomorrow’s AI can democratize world‑class education, keep pace with cutting‑edge research, and streamline academic work for students and professionals everywhere. That training data begins with you—we need your expertise to help power the next generation of AI.

We’re looking for mathematics specialists who live and breathe algebra, calculus, number theory, linear algebra, differential equations, statistics, geometry, mathematical logic, and discrete mathematics. You’ll challenge advanced language models on topics like real and complex analysis, optimization theory, mathematical proofs, set theory, probability distributions, cryptographic algorithms, and applied mathematics—documenting every failure mode so we can harden model reasoning.

On a typical day, you will converse with the model on classroom problems and theoretical mathematics questions, verify factual accuracy and logical soundness, capture reproducible error traces, and suggest improvements to our prompt engineering and evaluation metrics.

A master’s or PhD in mathematics or a closely related quantitative field is ideal; peer‑reviewed publications, teaching experience, research in pure or applied mathematics, or hands‑on experience with mathematical modeling signal fit. Clear, metacognitive communication—“showing your work”—is essential.

Ready to turn your mathematics expertise into the knowledge base for tomorrow’s AI? Apply today and start teaching the model that will teach the world.

We offer a pay range of $6-to‑$65 per hour, with the exact rate determined after evaluating your experience, expertise, and geographic location. Final offer amounts may vary from the pay range listed above. As a contractor you’ll supply a secure computer and high‑speed internet; company‑sponsored benefits such as health insurance and PTO do not apply.

Job title: Mathematics Specialist (Fluent in Italian) – AI Trainer
Employment type: Contract
Workplace type: Remote
Seniority level: Mid‑Senior Level

Are you a STEM expert fluent in Italian, eager to shape the future of AI? Large‑scale language models are evolving from clever chatbots into powerful engines of scientific discovery and technical problem-solving. With high‑quality training data, tomorrow’s AI can democratize world‑class education, keep pace with cutting‑edge research, and streamline work for engineers, scientists, and analysts everywhere. That training data begins with you—we need your expertise to help power the next generation of AI.

We’re looking for STEM specialists who live and breathe mathematics, physics, chemistry, engineering, data science, computer science, and scientific computing. You’ll challenge advanced language models on topics like thermodynamics, mechanics, calculus, statistics, materials science, electronics, algorithm design, and quantitative modeling—documenting every failure mode so we can harden model reasoning.

On a typical day, you will converse with the model on real-world STEM problem-solving scenarios and theoretical technical questions, verify factual accuracy and logical soundness, capture reproducible error traces, and suggest improvements to our prompt engineering and evaluation metrics.

A bachelor’s or master’s degree in a STEM discipline is ideal; published research, engineering design experience, data analysis projects, or coding portfolios signal fit. Clear, metacognitive communication—“showing your work”—is essential.

Ready to turn your STEM expertise into the knowledge base for tomorrow’s AI? Apply today and start teaching the model that will teach the world.

We offer a pay range of $8-to- $65 per hour, with the exact rate determined after evaluating your experience, expertise, and geographic location. Final offer amounts may vary from the pay range listed above. As a contractor you’ll supply a secure computer and high‑speed internet; company‑sponsored benefits such as health insurance and PTO do not apply.

Job title: STEM Specialist (Fluent in Italian) – AI Trainer
Employment type: Contract
Workplace type: Remote
Seniority level: Mid‑Senior Level