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.
Diversity & Inclusion policy with equal opportunities.
#J-*****-Ljbffr

📌 Senior Credit Risk Modeller_Roma (Lazio)
🏢 Iaawg
📍 Lazio