Senior Credit Risk Modeller
Senior

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Iaawg

Roma, Roma, Lazio, Italia

Hybrid

Contratto a tempo indeterminato

Finance and Insurance

Descrizione della Posizione Lavorativa

Iaawg is looking for a qualified professional based in Rome, Italy to assist project managers in the creation and deployment of credit risk tools. The selected candidate will be responsible for supporting the development and implementation of rating models, LGD (loss given default), EAD (exposure at default) and other portfolio models.

Applicants are expected to hold a Master's degree or a PhD in a relevant discipline and to demonstrate strong quantitative skills. The position requires proficiency with econometric and statistical software, explicitly including Python and SAS.

The role provides flexible remote working options, a competitive compensation package and opportunities for further training and professional development. Candidates should have approximately 3–4 years of experience in relevant activities.

If you are interested, refer to reference code #J-18808-Ljbffr when applying.

Benefits

  • Flexible remote work
  • Competitive pay
  • Training and development opportunities

Requisiti

Master's degree or PhD in a relevant field; strong quantitative skills; 3–4 years of relevant experience; proficiency with econometric/statistical software such as Python and SAS.

Competenze richieste

  • Competenze professionali
  • Credit risk modelling Rating models LGD modelling EAD modelling Portfolio modelling Python SAS Econometrics Statistical analysis
  • Competenze trasversali
  • Teamwork Communication Analytical thinking Problem solving Collaboration with project managers