Credit Risk Modeller - Remote, Training & Growth

Prometeia; Bologna; On-site; EUR 40,000 - 60,000; Full time

Job summary

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.

Qualifications

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

Responsibilities

• Support to project managers in managing the development and implementation of rating, EAD/LGD and portfolio models (Var Credit Risk).

Skills

English fluency

Second foreign language

Diagnostic skills

Problem solving

Teamwork

MS Office

Python

SAS

Stata

SPSS

Education

Master's degree or PhD in Mathematics, Physics, Economics/Finance or Engineering

Job description

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.