Senior Credit Risk Modeller
2 giorni fa
gallicano nel lazio, lazio, Italia
Prometeia
Tempo pieno
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Are you curious and ready to take on a new career challenge? Are you eager to join a dynamic company and bring innovation through your work and skills? Prometeia offers you opportunities for growth and training in a Group with over 1000 professionals working for more than 500 clients in 20 countries around the world. Among the European leaders in Enterprise Risk Management and Wealth & Asset Management solutions, Prometeia is looking for resources to be included in work teams specialized in Enterprise Risk Management and operating within consulting projects for medium- and large-sized financial intermediaries.
MAIN TASKS Support project managers in managing the development and implementation of rating, LGD, EAD, Stress Test, and portfolio models (VaR Credit Risk).
EDUCATION AND EXPERIENCE Master's degree/PhD in Mathematics, Physics, economic/financial or engineering disciplines with excellent grades, together with strong quantitative knowledge
At least 2-3 years of experience xpavfwm in credit risk modeling
Knowledge of MS Office applications and econometric/mathematical software (Python, SAS, R) is required
Knowledge of Advanced Analytics and Machine Learning methodologies is appreciated
Fluency in English; knowledge of a second foreign language is a plus
SOFT SKILLS
#J-18808-Ljbffr
MAIN TASKS Support project managers in managing the development and implementation of rating, LGD, EAD, Stress Test, and portfolio models (VaR Credit Risk).
EDUCATION AND EXPERIENCE Master's degree/PhD in Mathematics, Physics, economic/financial or engineering disciplines with excellent grades, together with strong quantitative knowledge
At least 2-3 years of experience xpavfwm in credit risk modeling
Knowledge of MS Office applications and econometric/mathematical software (Python, SAS, R) is required
Knowledge of Advanced Analytics and Machine Learning methodologies is appreciated
Fluency in English; knowledge of a second foreign language is a plus
SOFT SKILLS
#J-18808-Ljbffr