Responsibilities

- Support project managers in the development and implementation of rating, LGD, EAD, stress test, and portfolio models (VaR Credit Risk).

Qualifications
- Master's degree or PhD in Mathematics, Physics, business/financial or engineering with excellent grades.
- Strong quantitative knowledge.
- Knowledge of Advanced Analytics and Machine Learning methodologies (appreciated).
- Proficiency in MS Office and econometric/mathematical software (Python, SAS, Stata, SPSS).
- Fluency in English; a second foreign language is a plus.
- At least 3–4 years of relevant experience.

Soft Skills
- Excellent diagnostic and problem‑solving skills.
- Strong communication, work organization, time management, and teamwork abilities.

Location

Bologna, Milan, Rome.

Benefits

- Total Compensation: fixed and variable components.
- Welfare Plan and additional benefits for employee well‑being.
- Remote working flexibility (lavoro da remoto).
- Average 11 days of training per year, in‑person and online. xysqume
- Diversity & Inclusion policy with equal opportunities.

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📌 Senior Credit Risk Modeller_ROMA (Roma)
🏢 Iaawg
📍 Roma