We’re visionary innovators providing 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 have achieved tremendous growth by bringing together some of the best and most successful financial technology companies worldwide.At ION, we offer careers with numerous opportunities: to invent, to design, to collaborate, to build, and to transform businesses. Our goal is to empower people around the world to do more, faster, and better than before. Join us to do your best work.ResponsibilitiesDevelopment and review of credit risk models under Basel pillar I: PD, LGD, EAD.Development of statistical models (e.g., regression analysis, discriminant analysis).Support and training of junior team members with diverse skills and backgrounds.Additional duties may be assigned as your role expands.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, preferably within consulting firms or top-tier banking/financial institutions.Understanding of contemporary statistical techniques used in credit risk modeling.Fluent in Italian and English.Proficient in MS Excel and PowerPoint.Experience with statistical software such as SAS, Python, or R.Knowledge 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 environment.What We OfferLocation: According to Italian Law (L.68/99), candidates from the disability list will be given priority.J-18808-Ljbffr
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