Credit Risk Modeller
Prometeia is seeking resources to join teams specialized in Enterprise Risk Management for financial intermediaries. You will support project managers in developing and implementing rating, EAD/LGD and portfolio models (Var Credit Risk) within consulting projects.
The ideal candidate holds a Master’s or PhD with strong quantitative background in mathematics, physics, economics/finance or engineering, and is proficient with MS Office and Python/SAS/Stata/SPSS.
The ideal candidate holds a Master’s or PhD with strong quantitative background in mathematics, physics, economics/finance or engineering, and is proficient with MS Office and Python/SAS/Stata/SPSS.