Credit Risk Modeller — Regulatory RWA
Mediobanca is seeking an experienced Quantitative Credit Risk Modeller to join the Pillar 1 Credit Risk Methodologies team within the Risk Management Department in Lombardia. The role involves developing and monitoring internal credit risk models across asset classes and presenting RWA impacts to stakeholders.
Requirements include 3–5 years in a financial institution or consulting, advanced SAS programming with Python preferred, and fluent English.
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Requirements include 3–5 years in a financial institution or consulting, advanced SAS programming with Python preferred, and fluent English.
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