Senior Credit Risk Modeller – ERM & ML (Remote)

Prometeia; Bologna; Híbrido; EUR 33 000 - 45 000; Tempo integral

Resumo da oferta

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

Qualificações

• 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.

Responsabilidades

• 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.

Conhecimentos

Credit risk modelling

Quantitative knowledge

English fluency

Formação académica

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

Ferramentas

Python

SAS

R

MS Office

Descrição da oferta de emprego

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