Experteer Overview In this role you will support the Financial Risk team in Milan by building credit risk models and contributing to regulatory and stress-testing activities. You will work on quantifying key risk parameters, measuring financial instruments, and incorporating ESG considerations into risk measurement. This is a hands-on opportunity to apply quantitative skills to high-impact client projects within a global advisory firm. You will collaborate with cross-functional teams to deliver robust risk models and informed decisions.
Retribuzione / Benefits develop models for PD, LGD and EAD for management and regulatory purposes in line with Basel regulations
assist clients with stress testing exercises
contribute to the inclusion of ESG topics in risk measurement
measure financial instruments (fixed income, securitisation and derivatives)
implement pricing models for complex instruments (CLN, ABS, securitisation, CMS)




restructure derivative portfolios and develop related financial models
Responsabilità specialist degree in business, statistics, engineering, mathematics or any other quantitative field
knowledge of programming software and languages (Python, SAS, R, Matlab and Stata)
excellent knowledge of Italian and English, preferably with study/work experience abroad
excellent problem-solving skills and initiative
good interpersonal and teamwork skills
Requisiti fondamentali Hybrid work arrangements
Advanced training and development programmes
Inclusive and equitable work environment
International mindset and innovative projects
Initiatives focused on mental and physical well-being
J-18808-Ljbffr

📌 Junior - Credit Risk Modelling| Milan (Italia)
🏢 Altro
📍 Italia