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.

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