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-*****-Ljbffr
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