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)
🏢 Experteer Italy
📍 Italia