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

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

• 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 our future, is based on the value of our people. Prometeia’s biggest investment is in our people and it concerns every aspect of professional life. We call it “Total Compensation” and it is made of three elements: Compensation, consisting of a fixed and a variable component, a Welfare Plan active since 2015 –we were among the first companies in Italy to introduce it–, and Benefits, including all initiatives for the well-being of our people.

REMOTE WORKING

Flexibility is an intrinsic value of our way of working. In Prometeia, remote working is an organizational method based on trust. It 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 our people and on continuous dialogue as a stimulus for regular, mutual professional and personal growth. Within the projects, several moments are dedicated to transparent discussions between managers and team members. This allows for reciprocal and prompt feedback. The process is fully digitalized and aimed at continuously improving the strategic growth of both the individual and the company.

TRAINING

Prometeia means continuous training. We provide an average of 11 days of training per year to our people, in person and online. We pay specific attention to younger colleagues, 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 and involves 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 hired, 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

We have completely digitalized the management of our physical and virtual environments through the dedicated app Pr(Home)teia. Access to the office, remote working, workstations, meeting rooms, carpooling... everything is just a click away.

COMMUNITY

Our Community is highly diverse, as are the skills of the people who are part of it and who share its values, and the individuals and organizations directly or indirectly involved in our activities. Clients, People of the Group, Alumni, Institutions, Academia, and non-profit entities we actively cooperate with 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 recruitment phase to everyday life, promoted also through dedicated training moments to develop individual sensitivities and uniqueness.

IMPACT

We responsibly take an active role towards the environment, territories and communities we operate in. Our headquarters in Bologna has obtained the LEED Gold Certification, one of the highest awards recognizing the efficiency of the building in terms of energy and water savings, CO2 emissions reduction, and improvement of the ecological quality of interiors, materials and resources. In the Sustainability Report, we outline the results achieved within the 17 Sustainable Development Goals (SDGs) of the 2030 Agenda drafted by the UN in 2016, which we have been supporting since 2020.