Credit Risk Quant

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/7a6y1u

Overview iason is an international firm that consults Financial Institutions on Risk Management.
iason is a leader in quantitative analysis and advanced risk methodology, offering a unique mix of know-how and expertise on the pricing of complex financial products and the management of financial, credit and liquidity risks.
In addition iason provides a suite of essential solutions to meet the fundamental needs of Financial Institutions.
We are looking for a Credit Risk Quant to join our team
Responsibilities Development of Pillar I (PD, LGD, EAD) and Pillar II (Credit Portfolio model) Credit Risk models;
Development of statistical models to analyze macro-economic variables and forecast time series (satellite model);
Ad hoc quantitative analysis on credit risk issues;
Produce and maintain readable code in the main statistical software (Stata/ SAS);
Creation of databases and data manipulation;
Data and Model Governance during the development and implementation phases;
Support in the performance of Stress-Test exercises (EBA, ICAAP,...);




Production of methodological and technical documents and presentations;
Collaborate to the realization of Iason's development projects and research.
Analytical and Technical Requirements MSc in Economics, Mathematics, Physics, Mathematical Engineering, Statistics or other quantitative courses;
Good math and statistics foundations, especially in econometrics;
At least 2 year of work experience in credit risk management;
Deep knowledge of the main concepts of Credit Risk (PD, LGD, Internal Rating approaches, Satellite Models);
Knowledge of the Risk Management framework and processes;
Knowledge of banking systems and processes usually involved in Risk Management (e.g. RAF, ICAAP/ILAAP);
Deep knowledge of the main statistical software (SAS/R/Stata/Python);
Fluent English (written and spoken);
Be able to perform well under pressure and to meet deadlines;
Be proactive and very detail-oriented;
Analytical mindset and well-organized approach to

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/7a6y1u