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Quantitative Credit Risk Senior Consultant

Job Title: Quantitative Credit Risk Senior Consultant
Contract Type: Permanent
Location: Milano e provincia, Italia
Industry:
Salary: Negotiable
REF: 1005942_1529070466
Contact Name: Jamila Pompei
Contact Email: Jamila.Pompei@ojassociates.com
Job Published: about 1 month ago

Job Description

Your quantitative skills and your solid experience will be highly valued, and will place you at the centre of a growing environment, where individual contribution is the milestone of your professional success. You will use a broad range of internal and external sources in your work, including access to an outstanding knowledge structure and an international network of experts.


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.