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 globally.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. Imagine what you can do and experience—this is where you can do your best work.Responsibilities :Development and review of credit risk models under Basel Pillar I : PD, LGD, EADDevelopment of statistical models (e.g., regression analysis, discriminant analysis)Support and training of junior team members with diverse skills and backgroundsAdditional Duties :Other tasks may be assigned as your role expands.Required Skills, Experience, and Qualifications :Master’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 institutionsUnderstanding of contemporary statistical techniques and practices in credit risk modelingProficiency in Italian and EnglishExcellent skills in MS Excel and PowerPointProficiency in statistical software such as SAS, Python, or RKnowledge of regulatory frameworks (Basel – CRR)A proactive "get things done" attitude, capable of prioritizing and supporting multiple tasks while meeting deadlines in a dynamic environmentWhat We Offer & Location :According to Italian law (L.68 / 99), candidates from the disability list will be given priority.J-18808-LjbffrJ-18808-Ljbffr
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