05 set - Milano
Mediobanca
pMediobanca is seeking an experienced Quantitative Credit Risk Modeller to join the Pillar 1 Credit Risk Methodologies team within the Risk Management Department. The role involves developing and monitoring internal credit risk models across asset classes, with direct involvement in regulatory and accounting purposes. /ppIdeal candidates have 3–5 years of experience in large institutions, strong SAS programming skills, and fluency in English. /p #J-18808-Ljbffr
05 set - Roma
Saturno Casa
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P&G Group di Palamenghi e Garuti
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Studio Bravetta Pisana
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TSMG Holding