05 set
|
Mediobanca
|
Milano
pMediobanca is seeking an experienced Quantitative Credit Risk Modeller to join the Pillar 1 Credit Risk Methodologies team within the Risk Management Department. The role involves developing and monitoring internal credit risk models across asset classes, with direct involvement in regulatory and accounting purposes. /ppIdeal candidates have 3–5 years of experience in large institutions, strong SAS programming skills, and fluency in English. /p #J-18808-Ljbffr
📌 Senior Quantitative Credit Risk Modeller (Milano)
🏢 Mediobanca
📍 Milano