Who we are

Heritage is building the Modern Investment Office supporting some of the most prominent families globally to achieve their capital enhancement and preservation goals.

Our vision is to help clients build enduring wealth across generations by combining institutional-grade investment sourcing with personalized portfolio construction, cutting-edge technology, and deep sector expertise. We aim to make sophisticated private market opportunities and modern wealth solutions more transparent, connected, and actionable.

Our team comprises of a diverse international group of individuals from leading organisations and with diverse backgrounds, including private equity, venture capital, banking, software development, law, and entrepreneurship. We are committed to attracting top-notch talent and providing opportunities for growth and development based on their individual strengths and interests.

Your role as Investment Lab Associate

As the first hire into our newly formed Investment Portfolio Lab, a central team that sits at the intersection of investment thinking, strategic communication, and business development execution, you will own the end-to-end process of producing investment analysis and client-facing materials (deep portfolio analysis and clear optimization proposals) that support Heritage's business development across all group jurisdictions.

You will act as the connective tissue between Portfolio Management, Strategy, and Client-facing teams, ensuring every pitch, presentation, and portfolio review reflects the quality our clients expect.

Core Responsabilities Include

• Client materials & storytelling: Own the production of high-quality presentation decks, translating complex investment analysis into clear, compelling narratives for UHNWI prospects and existing clients.
• Project management & coordination: Act as project manager for each pitch or portfolio review, defining timelines, aligning stakeholders, managing inputs, and ensuring delivery across multiple concurrent workstreams.
• Portfolio analysis & optimisation: under the guidance of portfolio managers, lead analysis of existing and prospective client portfolios across asset classes, custodians, and jurisdictions. Develop allocation optimisation proposals and build a rigorous, repeatable analytical framework.
• Team building: As Lab founder, contribute to defining the operating model, processes, and culture and over time help identify, onboard, and mentor junior members.

Key Requirements

• Outstanding academic background Master's in Finance, Economics, or a related quantitative discipline; CFA Level I or above is a strong plus, CAIA is highly valued
• 5–10 years of experience in MBB/Tier 2 strategy consulting (with a financial services focus), investment banking (Coverage/M&A), or private banking/wealth management
• Demonstrable track record of producing highly customised PowerPoint documents, pitch books, portfolio reviews, investment proposals, to a high standard of both analytical rigour and visual storytelling
• Proven ability to analyse multi-asset portfolios including alternative and illiquid asset classes (private equity, private credit, real assets, hedge funds)
• Advanced PowerPoint and strong Excel skills; familiarity with Bloomberg or equivalent is a plus
• Exceptional storytelling ability: turning complex portfolio analysis into simple, compelling narratives that sophisticated clients can act on
• Strong project management under pressure: running multiple workstreams, managing upward and laterally, delivering on time without sacrificing quality
• High autonomy and ownership mindset someone who sets their own agenda and executes without being managed
• Highly motivated and proactive, with a hands-on attitude
• Excellent organizational and analytical skills, with strong attention to detail
• Effective communicator with a collaborative and multicultural mindset
• Fluent in English

Location: Milan

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! 🛠️

At Fever, we’re building something exceptional—combining strategy, creativity, and the power of advanced technology to redefine what’s possible in organic search.  By partnering with world-class Product, Engineering, Data and Marketing teams, we leverage cutting-edge tools and data-driven insights to deliver exceptional performance and measurable impact across major search engines and dynamic digital ecosystems.

About the Role:

Forget about acronyms like SEO, GEO, AEO or AEO, we care about impact. We're seeking an AI Search Innovation Strategist obsessed with digging into how LLMs build their answers and defining how to measure it. You'll be focused on testing new tools, MCPs, and platforms, evolving SEO discipline to maximize our brand's authority in the next era.

• Own the strategic evolution of core SEO practices by integrating methods to secure our brand’s authoritative presence across all major LLMs and AI search results.
• Lead testing and measurement: Design and execute testing to decipher how established SEO signals influence LLM citations and generative presence.
• Design and maintain the analytical framework to measure AI visibility performance. Proactively integrate new data sources, external and internal, and provide methodologies to ensure accurate reporting.
• Collaborate intensively with Product and Engineering to ensure our data schema, site architecture, and API feeds are optimally engineered for seamless ingestion and prioritization by AI models.
• Continuously evaluate all new LLM releases, AI models, and emerging platforms (including MCPs), translating industry developments into actionable testing strategies.
• Design and execute PR and community conversation strategies to accelerate and measure LLM perception.

About You:

• You hold a Bachelor’s or Master’s degree in Engineering, Mathematics, Statistics, Data Analytics or Big Data (STEM degree)
• You bring to the table 3-5 years of relevant experience on SEO, demonstrating ownership, attention to detail, and a proactive, self-motivated approach to problem solving
• Strong analytical and quantitative skills as well as a strong bias towards data-based decision
• Your exceptional written and verbal communication skills enable you to excel in cross-functional collaboration and effectively convey complex concepts to diverse audiences with varying backgrounds
• Working knowledge in Python, JavaScript, or other programming languages is required and familiarity with SQL is a plus
• Proficiency in both written and spoken English is a must, while knowledge of additional languages is a valuable asset.

Benefits & Perks:

• Attractive compensation package consisting of base salary and the potential to earn a significant bonus for top performance.
• Opportunity to have a real impact in a high-growth global category leader
• 40% discount on all Fever events and experiences
• Work in a location in the heart of Madrid
• Home office friendly
• Responsibility from day one and professional and personal growth
• Great work environment with a young, international team of talented people to work with!
• Health insurance and other benefits such as Flexible remuneration with a 100% tax exemption through Cobee.
• English and Spanish Lessons
• We have free  food, drink and fruit at the office!
• Wellhub Membership
• Possibility to receive in advance part of your salary by Payflow

#LI-Hybrid

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