SAS Credit Risk Consultant

21 ore fa

Italia iason Tempo pieno
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.