Credit Risk Modeler

5 mesi fa


Milano, Italia Oliver James Associates A tempo pieno

Per primaria Realtà Bancaria siamo alla ricerca di un Credit Risk Modeler. In particolare, la risorsa si occuperà di lavorare su:

- Modelli PD, LGD e EAD relativi al rischio di credito per finalità regolamentari (AIRB);
- Modelli PD, LGD e EAD relativi alla valutazione contabile del costo del rischio di credito (IFRS9);
- Stress-Test

E' richiesta:

- esperienza di almeno 1 anno in ambito Credit Risk Modeling;
- solide competenze su Sas o Python;
- preferibile un'esperienza precedente in società di consulenza specializzate o in istituti bancari e finanziari:


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