Senior Quantitative Analyst
4 settimane fa
We're a leading provider of trading and workflow automation solutions, high-value analytics, and strategic consulting to corporations, financial institutions, central banks, and governments. Our innovative solutions empower businesses to transform and grow.
Your Role:
As a Senior Quantitative Analyst - Credit Risk Modelling, you will be responsible for:
- Developing and reviewing credit risk models under Basel pillar I: PD, LGD, EAD
- Performing quantitative analysis using statistical techniques
- Supporting the training of junior team members with diverse skills and backgrounds
Requirements:
- Master's degree in quantitative discipline such as Quantitative Finance, Mathematics, Statistics or equivalent (with honors)
- At least three to five years of credit risk management experience, ideally gained within specialized consulting companies or top-tier banking or financial institutions
- Excellent knowledge of contemporary statistical techniques and practices in credit risk modelling
- Excellent knowledge of the Italian and English language
- Excellent knowledge of Ms Excel and PowerPoint
- Excellent knowledge of software for statistical analysis such as SAS, Python or R
- Excellent knowledge of regulatory framework (Basel – CRR)
What We Offer:
Permanent employment contract and opportunities for growth and development within a dynamic and innovative company.
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