Senior Credit Risk Modeller
Are you curious and ready to take on a new career challenge? Are you eager to join a dynamic company and bring innovation through your work and skills? Prometeia offers you opportunities for growth and training in a Group with over 1000 professionals working for more than 500 clients in 20 countries around the world. Among the European leaders in Enterprise Risk Management and Wealth & Asset Management solutions, Prometeia is looking for resources to be included in work teams specialized in Enterprise Risk Management and operating within consulting projects for medium- and large-sized financial intermediaries.
MAIN TASKS
- Support project managers in managing the development and implementation of rating, LGD, EAD, Stress Test, and portfolio models (VaR Credit Risk).
EDUCATION AND EXPERIENCE
- Master's degree/PhD in Mathematics, Physics, economic/financial or engineering disciplines with excellent grades, together with strong quantitative knowledge
- At least 2-3 years of experience in credit risk modeling
- Knowledge of MS Office applications and econometric/mathematical software (Python, SAS, R) is required
- Knowledge of Advanced Analytics and Machine Learning methodologies is appreciated
- Fluency in English; knowledge of a second foreign language is a plus
SOFT SKILLS
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MAIN TASKS
- Support project managers in managing the development and implementation of rating, LGD, EAD, Stress Test, and portfolio models (VaR Credit Risk).
EDUCATION AND EXPERIENCE
- Master's degree/PhD in Mathematics, Physics, economic/financial or engineering disciplines with excellent grades, together with strong quantitative knowledge
- At least 2-3 years of experience in credit risk modeling
- Knowledge of MS Office applications and econometric/mathematical software (Python, SAS, R) is required
- Knowledge of Advanced Analytics and Machine Learning methodologies is appreciated
- Fluency in English; knowledge of a second foreign language is a plus
SOFT SKILLS
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