We’re visionary innovators who provide trading and workflow automation solutions, high-value analytics, and strategic consulting to corporations, financial institutions, central banks, and governments. More than 40% of the world’s largest companies use our solutions. We’ve achieved tremendous growth by bringing together some of the best and most successful financial technology companies in the world.At ION, we offer careers that provide many opportunities: to invent, to design, to collaborate, to build, and to transform businesses. We empower people around the world to do more, faster and better than before. This is where you can do your best work.ResponsibilitiesDevelopment and review of credit risk models under Basel pillar I: PD, LGD, EADDevelopment of statistical models (e.g., inferential statistics: regression analysis, discriminant analysis, etc.)Support with the training of junior team members with diverse skills and backgroundsAdditional DutiesOther tasks may be assigned as your role expands.Required Skills, Experience, and QualificationsMaster’s degree in a quantitative discipline such as Quantitative Finance, Mathematics, Statistics, or equivalent (with honors)At least three to five years of credit risk management experience, ideally within consulting firms or top-tier banking/financial institutionsUnderstanding of contemporary statistical techniques and practices in credit risk modellingExcellent knowledge of Italian and English languagesProficiency in MS Excel and PowerPointProficiency in statistical analysis software such as SAS, Python, or RKnowledge of regulatory frameworks (Basel – CRR)Strong organizational skills with a proactive attitude to prioritize, support, and track multiple tasks while meeting deadlines in a dynamic environmentWhat We Offer & LocationAccording to Italian law (L.68/99), candidates from the disability list will be given priority.J-18808-Ljbffr
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