Credit Risk Quant
1 giorno fa
iason is an international firm that consults Financial Institutions on Risk Management.iason is a leader in quantitative analysis and advanced risk methodology, offering a unique mix of know-how and expertise on the pricing of complex financial products and the management of financial, credit and liquidity risks.In addition iason provides a suite of essential solutions to meet the fundamental needs of Financial Institutions.We are looking for a Credit Risk Quant to join our teamAs a Credit Risk Quant you will be part of a high-profile iason team in the activity of model development and implementation within the Credit Risk Departments of an international financial institution.Main TasksDevelopment and validation of Pillar I (PD, LGD, EAD) and Pillar II (Credit Portfolio model) Credit Risk models;Development of statistical models to analyze macro-economic variables and forecast time series (satellite model);Ad hoc quantitative analysis on credit risk issuesProduce and maintain readable code in the main statistical software (Stata/ SAS);Data and Model Governance during the development and implementation phases;Support in the performance of Stress-Test exercises (EBA, ICAAP,...);Collaborate to the realization of Iason's development projects and research.Analytical and Technical RequirementsMSc in Economics, Mathematics, Physics, Mathematical Engineering, Statistics or other quantitative courses;Good math and statistics foundations, especially in econometrics, macroeconomics and basic calculus;Programming skills: Knowledge of at least one of the following: SAS, Stata, Python, R;At least 6 months of experience in development of Credit Risk models (Pillar I, Pillar II and/or IFRS9);Basic knowledgeof the regulatory framework for credit risk (CRR, EBA guidelines on PD/LGD, ECB guide to internal models, EBA RTS and IFRS9 framework);Fluent English;Be proactive and very detail-oriented;Analytical mindset and well-organized approach to problem-solving.
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Credit Risk Quant
3 settimane fa
Milano, Italia iason A tempo pienoiason is an international firm that consults Financial Institutions on Risk Management. iason is a leader in quantitative analysis and advanced risk methodology, offering a unique mix of know-how and expertise on the pricing of complex financial products and the management of financial, credit and liquidity risks. We are looking for a Credit Risk Quant...
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Credit Risk Quant
3 settimane fa
Milano, Italia iason A tempo pienoiason is an international firm that consults Financial Institutions on Risk Management. iason is a leader in quantitative analysis and advanced risk methodology, offering a unique mix of know-how and expertise on the pricing of complex financial products and the management of financial, credit and liquidity risks. We are looking for a Credit Risk Quant to...
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Credit Risk Quant...
1 giorno fa
Milano, Italia Iason A tempo pienoiason is an international firm that consults Financial Institutions on Risk Management.iason is a leader in quantitative analysis and advanced risk methodology, offering a unique mix of know-how and expertise on the pricing of complex financial products and the management of financial, credit and liquidity risks.In addition iason provides a suite of...
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Credit Risk Quant
3 settimane fa
Milano, Italia iason A tempo pienoiason is an international firm that consults Financial Institutions on Risk Management. iason is a leader in quantitative analysis and advanced risk methodology, offering a unique mix of know-how and expertise on the pricing of complex financial products and the management of financial, credit and liquidity risks. In addition iason provides a suite of...
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Credit Risk Quant
6 giorni fa
Milano, Italia KPMG A tempo pieno**Senior Consultant - Credit Risk Quantitative** - The chance to build a better future is right in front of you_ **_Do Work That Matters _**: - Il tuo ruolo e le tue responsabilità** Vuoi fare un lavoro che sia davvero significativo e di impatto? In KPMG avrai l’opportunità di aiutare i clienti, la società, le colleghe e i colleghi ad affrontare e...
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Risk Management Specialist
3 giorni fa
Milano, Italia Prelios Credit Servicing A tempo pienoIl Gruppo Prelios è la porta di accesso al mercato italiano dell’asset management, del credit servicing e dei servizi integrati al real estate. Prelios è uno dei principali Gruppi attivi in Italia ed Europa nell’alternative asset management e nei servizi immobiliari specialistici, con 40+ miliardi di Euro di Assets under Management. È una piattaforma...
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Risk Management Specialist
6 giorni fa
Milano, Italia Prelios Credit Servicing A tempo pienoIl Gruppo Prelios è la porta di accesso al mercato italiano dell’asset management, del credit servicing e dei servizi integrati al real estate. Prelios è uno dei principali Gruppi attivi in Italia ed Europa nell’alternative asset management e nei servizi immobiliari specialistici, con 40+ miliardi di Euro di Assets under Management. E’ una...
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Risk Manager
2 giorni fa
Milano, Italia Mediobanca A tempo pienoMediobanca è la principale banca d'investimento in Italia ed uno dei player più importanti a livello europeo con filiali a Londra, Madrid,Parigi e New York. Fin dalla fondazione di Mediobanca nel 1946, accompagniamo la crescita delle imprese italiane con una consulenza di altissimo livello e un’offerta creditizia completa, proponendo servizi su misura e...
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Credit Risk Data analyst
4 giorni fa
Milano, Italia Satispay A tempo pienoA leading payment solutions provider in Milan seeks a Credit Risk Decision Analyst to develop credit risk strategies, focusing on BNPL. Responsibilities include designing risk policies, collaborating with cross-functional teams, and generating insights using SQL and Python. Candidates should have 2–5+ years of credit risk policy experience, strong...
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Credit Risk Analyst
3 giorni fa
Milano, Italia Tailor&Fox Srl A tempo pienoOur Client is an international leading provider of innovative and flexible **Leasing solutions**. Active in more than 40 Countries, the Company specializes in Industry, Product and Asset knowledge, particularly in the Transportation, Industrial Equipment and Technology Markets. For the strengthening of its local structure, it has asked us to search for the...
