Senior Credit Risk Modeller

Prometeia; Bologna; Hybrid; EUR 33,000 - 45,000; Full time

Job summary

Prometeia is seeking a talented professional to join its Enterprise Risk Management and data analytics teams in Italy. The role focuses on developing and implementing credit risk models (rating, LGD, EAD) under consulting projects for financial institutions.

Strong quantitative background and Python/SAS/R skills required. The position offers growth opportunities, remote working flexibility, a competitive compensation package in the €33,000–€45,000 fixed range plus variable pay, and a

Qualifications

• Master's degree or PhD in mathematics, physics, economics/financial or engineering with excellent grades.
• 2-3 years of experience in credit risk modelling.
• Proficiency in Python, SAS or R; MS Office.
• Knowledge of Advanced Analytics and Machine Learning is a plus.
• Fluency in English; knowledge of a second foreign language is a plus.

Responsibilities

• Support project managers in developing and implementing rating, LGD, EAD, stress test and portfolio models (Var Credit Risk).
• Collaborate on consulting projects for medium and large-sized financial intermediaries.

Skills

Credit risk modelling

Quantitative knowledge

English fluency

Education

Master's degree/PhD in Mathematics, Physics, economics/financial or engineering

Tools

Python

SAS

R

MS Office

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.

Among the European leaders in Enterprise Risk Management and Wealth & Asset Management solutions, Prometeia is looking for resources to be included in work teams specialized in Enterprise Risk Management and operating within consulting projects for medium and large-sized financial intermediaries.

MAIN TASKS:

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

EDUCATION AND EXPERIENCE:

• 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 modelling
• 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; the knowledge a second foreign language is a plus

SOFT SKILLS:

• Excellent diagnostic, problem-solving, communication, work organization, time management, and teamwork skills

LOCATION:

Bologna, Milan, or Rome

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.

The compensation for the position will be determined based on the candidate’s professional experience and acquired skills. The remuneration package includes a fixed component, indicatively ranging from € 33,000 to € 45,000, and a variable component, as well as benefits such as meal vouchers worth €10 and an annual welfare benefits package. The contractual classification will be determined in accordance with the National Collective Labour Agreement (CCNL) for the Tertiary, Distribution and Services sector

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.

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.