Credit Risk Modeller

Prometeia; Emilia-Romagna; On-site; EUR 29,000 - 33,000; Full time

Job summary

Prometeia cerca un Credit Risk Modeller per supportare i project managers nello sviluppo e nell'implementazione di modelli di rating, EAD/LGD e portafoglio (Var Credit Risk). Il ruolo richiede una formazione avanzata e forte conoscenza quantitativa, con opportunità di crescita in un gruppo leader in Enterprise Risk Management.

È previsto un inquadramento CCNL terziario e una remunerazione competitiva con parte fissa tra 29.000 e 33.000 euro all'anno, plus bonus e welfare.

Qualifications

• Laurea magistrale o PhD in discipline quantitative.
• Conoscenza di software econometrici (Python, SAS, Stata, SPSS) e MS Office.
• Inglese fluente; una seconda lingua è un plus.

Responsibilities

• Supporto ai project manager nello sviluppo e nell'implementazione di modelli di rating, EAD/LGD e portafoglio (Var Credit Risk).

Skills

Conoscenza quantitativa

Inglese fluente

Lavoro di squadra

Problem solving

Comunicazione

Education

Laurea magistrale/PhD

Tools

Python

SAS

Stata

SPSS

MS Office

Job description

Credit Risk Modeller

Are you curious and ready to accept a new challenge in your career? 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 to project managers in managing the development and implementation of rating, EAD/LGD and portfolio models (Var Credit Risk).

BACKGROUND AND JOB SKILLS:

• Master's degree or PhD with excellent grades in Mathematics, Physics, Economics/Finance or Engineering disciplines and strong quantitative knowledge
• Knowledge of MS Office applications and econometric/mathematical software (Python, SAS, Stata, SPSS)
• Fluency in English; the knowledge a second foreign language is a plus

SOFT SKILLS:

• Excellent diagnostic skills
• Aptitude for problem solving and communication
• Excellent teamwork aptitude

LOCATION:

Bologna/Milan/Rome

WHAT WE OFFER:

COMPENSATION, WELFARE & BENEFIT

Our history, as well as the future, is based on the value of our people. The biggest investment at Prometeia is in our people, and it concerns every aspect of professional life. We call it 'Total Compensation' and is made up of Compensation - consisting of a fixed and a variable component -, an important Welfare Plan, active since 2015 – we have been among the first to introduce it in Italy - and Benefits, which include all the initiatives undertaken for the well-being of our people.

The compensation for the position will be determined based on the candidate’s professional experience and acquired skills. The remuneration package includes a fixed component, indicatively ranging from € 29,000 to € 33,000, and a variable component, as well as benefits such as meal vouchers worth €10 and an annual welfare benefits package. The contractual classification will be determined in accordance with the National Collective Labour Agreement (CCNL) for the Tertiary, Distribution and Services sector.

REMOTE WORKING

Flexibility is an intrinsic value of the way we work. At Prometeia, smart working is an organizational method based on trust, which results in benefits in terms of work/life balance, impact on the environment and optimization of company results, through autonomy and empowerment of people.

PEOPLE PROGRAM

Our evaluation system is based on the full enhancement of people and their continuous dialogue as a stimulus for regular, mutual professional and personal growth. Transparent discussions between managers and team members are set up within the projects, where reciprocal and timely feedback is exchanged. The process is fully digitalized and aimed at continuously improving the development trajectory of the individual and the company.

TRAINING

Prometeia means ongoing training. We provide an average of 11 days of training per year to our people, in person and online. Particular attention is paid to younger colleagues, who are the protagonists of dedicated growth programs, and to the continuous sharing and internal transfer of know-how and skills. On-the-job training is also important, through immediate and direct confrontation with the market.

WIN/WIN POLICY

If you are one of our employees, and you recommend a person who is later recruited, you are entitled to a financial bonus! This is an important opportunity to contribute to the growth of Prometeia as a whole, by attracting acknowledged market professionals and new tech talents.

PHYGITAL MANAGEMENT

Through the dedicated app Pr(Home)teia, we have completely digitalized and integrated the management of our physical and virtual environments. Access to the office, smart working, workstations, meeting rooms, car pooling... everything is just a click away.

COMMUNITY

Our Community is extremely diverse, as are the skills of the people who are part of it and who share its values, and the individuals and organizations that are directly or indirectly involved in our activities. Clients, People of the Group, Alumni, Institutions, Academia, non-profit entities with which we actively collaborate, are stakeholders representing a great value for us, in terms of trust and collaboration.

DIVERSITY

We promote and respect equal opportunities and consider differences as a value. Diversity & Inclusion are fundamental values: from the selection phase to everyday life, also through dedicated training moments to develop individual sensitivities and unicities.

IMPACT

We responsibly take an active role towards the environment, the territories and the communities in which we operate. Our Headquarter in Bologna has obtained the Leed Gold Certification, one of the highest awards that recognizes the performance of the building in terms of energy and water savings, reduction of CO2 emissions, improvement of the ecological quality of the interior, materials and resources used. In the Sustainability Report we report the results achieved within the 17 Sustainable Development Goals (SDGs) of the 2030 Agenda that, drafted by the United Nations in 2016, we have been supporting since 2020.