Senior Credit Risk Modeller

Prometeia; Lazio; Sur place; EUR 42 000 - 62 000; Plein temps

Résumé du poste

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.

Responsabilités

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

Connaissances

Python

SAS

R

Econometrics

Machine Learning

Advanced Analytics

MS Office

Fluency in English

Quantitative knowledge

Formation

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

Description du poste

Are you curious and ready to take on a new career challenge? 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 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

SOFT SKILLS