iason is an international firm that consults Financial Institutions on Risk Management.
iason is a leader in quantitative analysis and advanced risk methodology, offering a unique mix of know-how and expertise on the pricing of complex financial products and the management of financial, credit and liquidity risks.
In addition iason provides a suite of essential solutions to meet the fundamental needs of Financial Institutions.
We are looking for a Credit Risk Quant Consultant to join our team!
Main Tasks
- Management of project tasks and coordination of human resources;
- Production of methodological and technical documents and presentations;
- Data Quality and Model Governance;
- Collaborate to the realization of iason’s development projects and research.
Analytical and Technical Requirements
- MSc in Finance, Economics, Business Management or similar;
- At least 1/2 year of work experience in credit risk management;
- Deep knowledge of the main concepts of Credit Risk (PD, LGD, Internal Rating approaches, Satellite Models);
- Knowledge of the Risk Management and Internal Validation framework and processes within the Significant Institutions (SIs);
- Knowledge of banking systems and processes usually involved in Risk Management and Internal Validation framework (e.g. RAF, ICAAP/ILAAP);
- Knowledge of the main statistical software (SAS/R/Stata/Python);
- Experience in model risk management will be considered a strong plus;
- Fluent English (written and spoken);
- Be able to perform well under pressure and to meet deadlines;
- Be proactive and very detail-oriented;
- Analytical mindset and well-organized approach to problem-solving.
📌 Credit Risk Quant Consultant (Milano)
🏢 iason
📍 Milano