ResponsibilitiesSupport project managers in the development and implementation of rating, LGD, EAD, stress test, and portfolio models (VaR Credit Risk).QualificationsMaster'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 SkillsExcellent diagnostic and problem‐solving skills.Strong communication, work organization, time management, and teamwork abilities.LocationBologna, Milan, Rome.BenefitsTotal 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.

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