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Quantitative Credit Risk

Job Title: Quantitative Credit Risk
Contract Type: Permanent
Location: Milano, Milano e provincia
Industry:
Salary: Negotiable
REF: 1024413_1549554240
Contact Name: Carolina Staiano
Contact Email: Carolina.Staiano@ojassociates.com
Job Published: 2 months ago

Job Description

You will be responsible for:

  • Quantitative analysis using statistical techniques;
  • Credit Risk Management based on quantitative aspects: development/internal validation of credit risk models;
  • Database analysis (descriptive statistics - i.e. distribution analysis, mean, variance);
  • Development of statistical models (i.e. inferential statistics: regression analysis, discriminant analysis);
  • Extract, prepare and analyse consumer credit data using analytical and data mining tools with SAS system.

To be the successful candidate, you will have:

  • Master's degree in Business, Statistics, Mathematics
  • Previous 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, ) and/or programming codes (i.e. C++, SQL, VBA, etc.)
  • Excellent MS Office skills

Location: Milan