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Quantitative Credit Risk

Location: Milano, Milano e provincia
Gehalt/Honorar: Negotiable
Veröffentlicht vor: seit 19 Tagen
Vertragsart: Permanent
Branche: Risikomanagement
Name des Kontakts: Carolina Staiano
Kontakt via E-mail: Carolina.Staiano@ojassociates.com
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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.

Location: Milan

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