Credit Risk Quant...
5 giorni 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 Tasks- Development 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 issues- Produce 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 Requirements- MSc 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 knowledge of 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
7 giorni 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
7 giorni 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 settimana 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 Analyst
1 settimana 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...
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Credit Risk Analyst
3 settimane fa
Milano, Italia Generali A tempo pienoBanca Generali è una delle principali banche private in Italia, specializzata nella gestione patrimoniale e nella consulenza finanziaria. La banca offre una gamma completa di prodotti e servizi bancari, soluzioni di investimento e consulenza personalizzata, con un forte focus sull'innovazione digitale e la sostenibilità. Credit Risk è la funzione...
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Credit Risk Analyst
23 ore fa
Milano, Italia Generali A tempo pienoBanca Generali è una delle principali banche private in Italia, specializzata nella gestione patrimoniale e nella consulenza finanziaria. La banca offre una gamma completa di prodotti e servizi bancari, soluzioni di investimento e consulenza personalizzata, con un forte focus sull'innovazione digitale e la sostenibilità. Credit Risk è la funzione...
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Corporate Credit Risk Associate
2 settimane fa
Milano, Italia BBVA A tempo pienoExcited to grow your career BBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers. The...
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Corporate Credit Risk Associate...
5 giorni fa
Milano, Italia Altro A tempo pienoExcited to grow your career BBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers.We are more than ****** professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers.The...
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Corporate Credit Risk Associate
20 ore fa
milano, Italia BBVA A tempo pienoExcited to grow your careerBBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers.The...
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Corporate Credit Risk Associate
22 ore fa
milano, Italia BBVA A tempo pienoExcited to grow your careerBBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers.The...
