SAS Credit Risk Consultant
21 ore fa
Italia
iason
Tempo pieno
Gratuito con email o Google
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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 Consultant to join our team
Main Tasks
Management of project tasks and coordination of human resources;
Production of methodological and technical documents and presentations;
Data Quality and Model Governance;
Collaborate to the realization of iason’s development projects and research.
Analytical and Technical Requirements
MSc in Finance, Economics, Business Management or similar;
At least 1⁄2 year of work experience in credit risk management;
Deep knowledge of the main concepts of Credit Risk (PD, LGD, Internal Rating approaches, Satellite Models);
Knowledge of the Risk Management and Internal Validation framework and processes within the Significant Institutions (SIs);
Knowledge of banking systems and processes usually involved in Risk Management and Internal Validation framework (e.g. RAF, ICAAP/ILAAP);
Knowledge of the main statistical software (SAS/R/Stata/Python);
Experience in model risk management will be considered a strong plus;
Fluent English (written and spoken);
Be able to perform well under pressure and to meet deadlines;
Be proactive and very detail-oriented;
Analytical mindset and well-organized approach to problem-solving.