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Credit Risk Modeling Senior Consultant

1 mese fa

Verona, Veneto, Italia Global ATS - Italian A tempo pieno
Job Description:

In this role, you will be responsible for driving organizational change within complex Risk Management projects. Your expertise in quantitative analysis using statistical techniques will enable us to optimize credit risk models under Basel and Solvency II standards.

Responsibilities:
  • Develop and validate credit risk models under Basel pillar I (PD, LGD, EAD)
  • Conduct database analysis and develop statistical models
Requirements:
  • Master's degree in Business, Statistics, or Mathematics
  • 2-5 years of experience in Credit Risk management, preferably in specialized consulting firms, top-tier banking, or financial institutions
  • Proficiency in software for statistical analysis (SAS, STATA, e-views, R, MatLab) and/or programming codes (C++, SQL, VBA)
  • Excellent MS Office skills
  • Proficiency in English, ideally improved through educational or working experience abroad
Compensation:

We offer a competitive salary range of €60,000 - €90,000 per year, depending on your experience and qualifications.