Descrizione:
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!Credit Risk ConsultantAs a Credit Risk Consultant you will be involved in credit risk management projects within the Risk Management Departments of international banking institutions.Main TasksDevelopment 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.Analytical and Technical RequirementsMSc 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 #J-18808-Ljbffr