Senior Credit Risk Modeller_ROMA
Pubblicato il 21-08-2026 - Iaawg in Italia
Responsibilities
- Support project managers in the development and implementation of rating, LGD, EAD, stress test, and portfolio models (VaR Credit Risk).
Qualifications
- Master's degree or PhD in Mathematics, Physics, business/financial or engineering with excellent grades.
- Strong quantitative knowledge.
- Knowledge of Advanced Analytics and Machine Learning methodologies (appreciated).
- Proficiency in MS Office and econometric/mathematical software (Python, SAS, Stata, SPSS).
- Fluency in English; a second foreign language is a plus.
- At least 3–4 years of relevant experience.
Soft Skills
- Excellent diagnostic and problem‑solving skills.
- Strong communication, work organization, time management, and teamwork abilities.
Location
Bologna, Milan, Rome.
Benefits
- Total Compensation: fixed and variable components.
- Welfare Plan and additional benefits for employee well‑being.
- Remote working flexibility (lavoro da remoto).
- Average 11 days of training per year, in‑person and online.
- Diversity & Inclusion policy with equal opportunities.
J-18808-Ljbffr