Manager - Credit Risk Models

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

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.

As one of the European leaders in Risk and Wealth Management solutions, Prometeia is looking for a Manager to join its Credit Risk Modelling team. Working at Prometeia means engaging with diverse regulatory and cultural environments, learning to be flexible, and adopting a scalable, cross-country mindset.

Main responsibilities:

The successful candidate will join our Credit Risk team, contributing to modelling and advisory projects for leading financial institutions and taking responsibilities for the following areas:

• 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.

Requirements:

• 3-7 years’experience in risk management (banking or consulting);
• Strong background in credit risk model development and validation;
• Solid knowledge of programming and data analysis languages ( Python, R, SAS, SQL );
• Degree in a quantitative discipline (Economics, Finance, Statistics, Mathematics, Engineering);
• Good knowledge of key regulatory frameworks (Basel, IFRS 9, EBA guidelines).

Soft Skills:

• Strong analytical skills and attention to detail;
• Excellent communication and interpersonal abilities;
• Fluent English; additional languages are a plus;
• Team spirit and motivation to grow in an international context;
• Proactive and innovative mindset;
• Solid project and time management skills, with ability to meet deadlines;
• Self-motivated, effective under pressure, and willing to take initiative.

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.

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.