Senior Credit Risk Modeler: Growth & Training

Prometeia; Lazio; On-site; EUR 42,000 - 62,000; Full time

Job summary

Prometeia, a European leader in Enterprise Risk Management and Wealth & Asset Management, invites you to join its Italian team working on risk models for financial intermediaries. You will contribute to consulting projects in ERM, supporting the development and implementation of rating, LGD, EAD, stress testing and portfolio risk metrics.

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

Qualifications

• Master's or PhD in quantitative field with excellent grades.
• 2–3 years of experience in credit risk modeling.
• Knowledge of Python, SAS or R is required.
• Fluency in English; knowledge of a second 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

Python

SAS

R

Econometrics

Machine Learning

Advanced Analytics

MS Office

Fluency in English

Quantitative knowledge

Education

Master's or PhD in Mathematics/Physics/Economics/Engineering

Job description

Prometeia, a European leader in Enterprise Risk Management and Wealth & Asset Management, invites you to join its Italian team working on risk models for financial intermediaries. You will contribute to consulting projects in ERM, supporting the development and implementation of rating, LGD, EAD, stress testing and portfolio risk metrics.

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