Credit Risk Analyst, Italy (Cedacri)
ION Group
- Milano
- Tempo indeterminato
- Full time
- Quantitative analysis using statistical techniques
- Development and review of credit risk models under Basel pillar I: PD, LGD, EAD
- Database analysis (descriptive statistics - i.e. distribution analysis, mean, variance, etc.)
- Development of statistical models (i.e. inferential statistics: regression analysis, discriminant analysis, etc.)
- Support with the training of junior team members with diverse skills and backgrounds
- Master's degree in quantitative discipline such as Quantitative Finance, Mathematics, Statistics or equivalent (with honors)
- At least three to five years of credit risk management experience, ideally gained within specialized consulting companies or top-tier banking or financial institutions
- Understanding of contemporary statistical techniques and practices in credit risk modelling
- Excellent knowledge of the Italian and English language
- Excellent knowledge of Ms Excel and PowerPoint
- Excellent knowledge of software for statistical analysis such as SAS, Python or R
- Excellent knowledge of regulatory framework (Basel - CRR)
- With your “get things done” attitude you can prioritize, support, and track multiple tasks successfully while meeting deadlines in a constantly changing environment