Quantitative Credit Risk
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.
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