Quantitative Credit Risk

Titolo: Quantitative Credit Risk
Tipologia di contratto: Permanent
Luogo: Milano, Milano e provincia
Stipendio: Negotiable
Arbitro: 1005942_1557224680
Nome del contatto: Carolina Staiano
Contatto email:
Lavoro pubblicato: mesi 4 fa

Descrizione del lavoro

For solid and strategic projects, you will be responsible for:

* Quantitative analysis using statistical techniques;

* Credit Risk Management based on quantitative aspects: - Development/internal validation of credit risk models under Basel pillar I (PD, LGD, EAD) - Development/internal validation of models under Basel pillar II (economic capital/stress testing);

* Database analysis (descriptive statistics - i.e. distribution analysis, mean, variance, etc.);

* Development of statistical models (i.e. inferential statistics: regression analysis, discriminant analysis, etc.).

To be the successful candidate, you will have:

* Master's degree in Business, Statistics, Mathematics;

* 2 to 5 years of experience in Credit Risk management, ideally gained in specialised consulting firms, top tier banking or financial institutions;

* Good knowledge of software for statistical analysis (i.e. SAS, STATA, e-views, R, MatLab, etc.) and/or programming codes (i.e. C++, SQL, VBA, etc.);

* Excellent MS Office skills;

* Proficiency in English, ideally improved through an educational/working experience abroad;

* Willingness to work side by side with clients according to project needs.

Location: Milan