Credit Risk Analyst, Italy
6 giorni fa
Your Role: As a Credit Risk Analyst, you will be responsible for quantitative analysis using statistical techniques, development and review of credit risk models under Basel pillar I, database analysis, and development of statistical models. You will also support the training of junior team members with diverse skills and backgrounds.
Key Responsibilities:
•Quantitative analysis using statistical techniques
•Development and review of credit risk models under Basel pillar I: PD, LGD, EAD
•Database analysis (descriptive statistics – distribution analysis, mean, variance, etc.)
•Development of statistical models (inferential statistics: regression analysis, discriminant analysis, etc.)
•Support with 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
•Understanding 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.
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