Credit Risk Consultant

iason is an international firm that consults Financial Institutions on Risk Management. It is a leader in quantitative analysis and advanced risk methodology, offering a unique mix of know-how and expertise on the pricing of complex financial products and the management of financial, credit and liquidity risks. iason also provides a suite of essential solutions to meet the fundamental needs of Financial Institutions.

We are looking for a Credit Risk Consultant to join our team!

As a Credit Risk Consultant you will be involved in credit risk management projects within the Risk Management Departments of international banking institutions.

• Development of Pillar I (PD, LGD, EAD) and Pillar II (Credit Portfolio model) Credit Risk models;
• Development of statistical models to analyze macro-economic variables and forecast time series (satellite model);
• Ad hoc quantitative analysis on credit risk issues;
• Produce and maintain readable code in the main statistical software (Stata/ SAS);
• Creation of databases and data manipulation;
• Data and Model Governance during the development and implementation phases;
• Support in the performance of Stress-Test exercises (EBA, ICAAP,…);
• Production of methodological and technical documents and presentations;
• Collaborate to the realization of Iason’s development projects and research.

• MSc in Economics, Mathematics, Physics, Mathematical Engineering, Statistics or other quantitative courses;
• Good math and statistics foundations, especially in econometrics;
• At least 2 year of work experience in credit risk management;
• Deep knowledge of the main concepts of Credit Risk (PD, LGD, Internal Rating approaches, Satellite Models);
• Knowledge of the Risk Management framework and processes;
• Knowledge of banking systems and processes usually involved in Risk Management (e.g. RAF, ICAAP/ILAAP);
• Deep knowledge of the main statistical software (SAS/R/Stata/Python);
• Fluent English (written and spoken);
• Be able to perform well under pressure and to meet deadlines;
• Be proactive and very detail-oriented;
• Analytical mindset and well-organized approach to problem-solving.

Location: Pavia, Lombardia, Italy