Remote & Growth: Senior Credit Risk Modeller

Prometeia; Lombardia; Remote; EUR 50,000 - 90,000; Full time

Job summary

Prometeia is seeking a quantitative professional to join our Enterprise Risk Management and consulting teams in Italy. You will contribute to the development and deployment of credit risk models, stress testing, and portfolio analytics for financial intermediaries across major Italian cities.

The role requires a Master's or PhD in a quantitative field, 2–3 years of experience in credit risk modeling, and proficiency in Python, SAS, and R.

Qualifications

• Master's degree/PhD in Mathematics, Physics, economic/financial or engineering disciplines with excellent grades, together with strong quantitative knowledge
• At least 2-3 years of experience in credit risk modeling
• Knowledge of MS Office applications and econometric/mathematical software (Python, SAS, R) is required
• Knowledge of Advanced Analytics and Machine Learning methodologies is appreciated
• Fluency in English; knowledge of a second foreign language is a plus

Responsibilities

• Support project managers in managing the development and implementation of rating, LGD, EAD, Stress Test, and portfolio models (VaR Credit Risk).

Skills

Credit risk modeling

Rating models

VaR Credit Risk

Python

SAS

R

Education

Master's or PhD in quantitative field

Tools

Python

SAS

R

Job description

Prometeia is seeking a quantitative professional to join our Enterprise Risk Management and consulting teams in Italy. You will contribute to the development and deployment of credit risk models, stress testing, and portfolio analytics for financial intermediaries across major Italian cities.

The role requires a Master's or PhD in a quantitative field, 2–3 years of experience in credit risk modeling, and proficiency in Python, SAS, and R.