Senior Quantitative Analyst

4 settimane fa


Milano, Lombardia, Italia ION A tempo pieno
About ION:

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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