Lead Credit Risk Modeling & Validation (Remote)

Prometeia; Bologna; Hybrid; EUR 70,000 - 110,000; Full time

Job summary

Prometeia in Bologna is looking for a Manager to join its Credit Risk Modelling team. You will contribute to modelling and advisory projects for leading financial institutions and operate across regulatory and cultural environments with a cross-country mindset.

You will develop and validate credit risk models (PD, LGD, EAD, IFRS 9 / ECL), support stress testing, and apply data science techniques to credit risk.

Qualifications

• 3–7 years’ experience in risk management (banking or consulting).
• Strong background in credit risk model development and validation.
• Proficient in Python, R, SAS and SQL.
• Degree in a quantitative discipline (Economics, Finance, Statistics, Mathematics, Engineering).
• Good knowledge of Basel, IFRS 9 and EBA guidelines.

Responsibilities

• Development and validation of credit risk models (PD, LGD, EAD, IFRS 9 / ECL).
• Contribution to stress testing and economic capital assessments.
• Support in validation and regulatory assessment of credit risk models in line with European standards.
• Design and implementation of models supporting credit risk processes (pricing, early warning, collection).
• Application of data science and machine learning techniques to credit risk.

Skills

Analytical skills

Team spirit

Communication

Fluent English

Education

Degree in a quantitative discipline

Tools

Python

R

SAS

SQL

Job description

Prometeia in Bologna is looking for a Manager to join its Credit Risk Modelling team. You will contribute to modelling and advisory projects for leading financial institutions and operate across regulatory and cultural environments with a cross-country mindset.

You will develop and validate credit risk models (PD, LGD, EAD, IFRS 9 / ECL), support stress testing, and apply data science techniques to credit risk.