Credit Risk Modeling Expert
4 ore fa
Prometeia is a dynamic company with over 1000 professionals working for more than 500 clients in 20 countries around the world. We are European leaders in Enterprise Risk Management and Wealth & Asset Management solutions.
What We OfferWe provide an attractive compensation package consisting of a fixed and variable component, as well as an important Welfare Plan active since 2015. Our Total Compensation approach ensures that every aspect of professional life is considered. We also offer remote working options based on trust, which results in benefits in terms of work/life balance, impact on the environment, and optimization of company results. Additionally, we have a transparent discussion-based evaluation system aimed at continuous dialogue and growth. We provide ongoing training, with an average of 11 days per year, focusing on younger colleagues and internal transfer of knowledge and skills. Our WIN/WIN policy rewards employees for referring successful candidates, and our diverse Community values collaboration and equal opportunities.
Job DescriptionWe are seeking a skilled Credit Risk Modeling Expert to support project managers in managing the development and implementation of rating, LGD, EAD, Stress Test and portfolio models (Var Credit Risk). The ideal candidate will hold a Master's degree/PhD in Mathematics, Physics, business/financial or engineering disciplines, with excellent grades and strong quantitative knowledge. Advanced Analytics and Machine Learning methodologies are appreciated, as well as proficiency in MS OFFICE applications and econometric/mathematical software like Python, SAS, Stata, SPSS. Fluency in English is required, and a second foreign language is a plus. At least 3-4 years of experience is necessary.
Required Skills and Qualifications- Master's degree/PhD in Mathematics, Physics, business/financial or engineering disciplines
- Strong quantitative knowledge
- Advanced Analytics and Machine Learning methodologies (appreciated)
- Proficiency in MS OFFICE applications
- Experience with econometric/mathematical software like Python, SAS, Stata, SPSS
- Fluency in English
- Second foreign language (plus)
- At least 3-4 years of experience
Our Total Compensation package includes:
- Fixed and variable component
- Important Welfare Plan (active since 2015)
- Remote working options based on trust
- Ongoing training (average 11 days per year)
- WIN/WIN policy rewarding referrals
Estimated Salary: $80,000 - $120,000 per year.
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