Senior Credit Risk Modeller
1 giorno fa
Verona, Veneto, 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 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
- 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 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