Senior Credit Risk Modeller

Overview

Join to apply for the Senior Credit Risk Modeller role at Prometeia .

Are you curious and ready to accept a new challenge in your career? Prometeia offers opportunities for growth and training in a group with over 1000 professionals working for more than 500 clients in 20 countries around the world. Prometeia is among the European leaders in Enterprise Risk Management and Wealth & Asset Management solutions, and is looking for resources to join work teams specialized in Enterprise Risk Management within consulting projects for medium and large-sized financial intermediaries.

Senior Credit Risk Modeller position details and responsibilities follow.

Main Task

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

Education and Experience

• Master's degree/PhD in Mathematics, Physics, business/financial or engineering disciplines with excellent grades, together with strong quantitative knowledge
• Knowledge of Advanced Analytics and Machine Learning methodologies is appreciated
• Knowledge of MS OFFICE applications and econometric/mathematical software (Python, SAS, Stata, SPSS) is required
• Fluency in English. Knowledge of a second foreign language is a plus
• At least 3-4 years of experience required

Soft Skills

• Excellent diagnostic, problem-solving, communication, work organization, time management, and teamwork skills

Location

• Bologna, Milan, Rome

Offer

• Compensation, Welfare & Benefits
• Prometeia provides a Total Compensation package including fixed and variable components, Welfare Plan, and Benefits aimed at wellbeing.

Work Model

• Remote Working: Flexibility is part of Prometeia’s way of working, with remote work supported as an organizational method based on trust.

Company Growth & Learning

• Training: Prometeia provides a mean of 11 days of training per year, on-the-job training, and dedicated programs for younger colleagues to support growth and knowledge transfer.

Company Values

• Community, Diversity, Inclusion, and Impact: Prometeia emphasizes sustainable development, environmental responsibility, and inclusive culture.

Seniority level

• Associate

Employment type

• Full-time

Job function

• Finance and Consulting

Industries

• Business Consulting and Services, IT Services and IT Consulting, and Research Services

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