Collegamento...

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Quantitative Credit Risk Consultant

Luogo: Milano e provincia, Italia
Stipendio: Negotiable
Postato: giorni 23 fa
Tipologia di contratto: Permanent
Industria: Data Analytics & Quantitative
Nome del contatto: Carolina Staiano
Contatto email: Carolina.Staiano@ojassociates.com
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Quantitative Credit Risk Consultant

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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