Junior - Credit Risk Modelling| Milan

Experteer Overview

In this role you will support the Financial Risk team in Milan by building credit risk models and contributing to regulatory and stress-testing activities. You will work on quantifying key risk parameters, measuring financial instruments, and incorporating ESG considerations into risk measurement. This is a hands-on opportunity to apply quantitative skills to high-impact client projects within a global advisory firm. You will collaborate with cross-functional teams to deliver robust risk models and informed decisions.

Retribuzione / Benefits

• develop models for PD, LGD and EAD for management and regulatory purposes in line with Basel regulations
• assist clients with stress testing exercises
• contribute to the inclusion of ESG topics in risk measurement
• measure financial instruments (fixed income, securitisation and derivatives)
• implement pricing models for complex instruments (CLN, ABS, securitisation, CMS)
• restructure derivative portfolios and develop related financial models

Responsabilità

• specialist degree in business, statistics, engineering, mathematics or any other quantitative field
• knowledge of programming software and languages (Python, SAS, R, Matlab and Stata)
• excellent knowledge of Italian and English, preferably with study/work experience abroad
• excellent problem-solving skills and initiative
• good interpersonal and teamwork skills

Requisiti fondamentali

• Hybrid work arrangements
• Advanced training and development programmes
• Inclusive and equitable work environment
• International mindset and innovative projects
• Initiatives focused on mental and physical well-being