Senior Credit Risk Modeller

Overview

This role supports consulting projects focused on Enterprise Risk Management for medium and large-sized financial intermediaries. Work will be carried out in specialized teams covering credit risk models and related analytics.

Responsibilities

• Support project managers in the development and implementation of:
  • rating models
  • LGD, EAD models
  • Stress Test models
  • portfolio models (Var Credit Risk)

Requirements

• Master’s degree/PhD in Mathematics, Physics, economic/financial or engineering disciplines with excellent grades
• Strong quantitative knowledge
• At least 2 years of experience in credit risk modelling
• Knowledge of MS Office applications
• Knowledge of econometric/mathematical software: Python, SAS, R (required)
• Fluency in English
• Knowledge of a second foreign language (plus)
• Strong diagnostic, problem-solving, communication, work organization, time management, and teamwork skills

Preferred Qualifications

• Knowledge of Advanced Analytics and Machine Learning methodologies (appreciated)

Compensation & Benefits

• Fixed and variable compensation components
• Welfare Plan (active since 2015)
• Benefits and initiatives supporting well-being

Work Model & Training

• Remote working flexibility (smart working based on trust)
• Average of 11 days of training per year (in person and online)
• On-the-job training through immediate and direct confrontation with the market

Additional Programs

• People evaluation process with continuous dialogue and timely feedback (fully digitalized)
• Win/win policy: financial bonus for recommending a candidate who is later recruited

Location

Remote working with consulting projects; the organization operates across multiple countries (20) and has a headquarters in Bologna.