Senior Credit Risk Modeller_ROMA
Prometeia · Rome, Lazio, IT
Are you curious and ready to accept a new challenge in your career? Are you eager to join a dynamic company and bring innovation through your work and skills?
Job description
Are you curious and ready to accept a new challenge in your career? Are you eager to join a dynamic company and bring innovation through your work and skills? Prometeia offers you opportunities for growth and training in a Group with over 1000 professionals working for more than 500 clients in 20 countries around the world. Among the European leaders in Enterprise Risk Management and Wealth & Asset Management solutions, Prometeia is looking for resources to be included in work teams specialized in Enterprise Risk Management and operating within consulting projects for medium and large-sized financial intermediaries. MAIN TASKS: - Support project managers in managing the development and implementation of rating, LGD, EAD, Stress Test and portfolio models (Var Credit Risk). EDUCATION AND EXPERIENCE: - Master's degree/Phd in Mathematics, Physics, business/financial or engineering disciplines with excellent grades, together with strong quantitative knowledge - Knowledge of Advanced Analytics and Machine Learning methodologies is appreciated - Knowledge of MS OFFICE applications and econometric/mathematical software (Python, SAS, Stata, SPSS) is required - Fluency in English. The knowle...