Risk Analytics Senior Associate - Roma [OTS]
Core
Develop, validate, and audit credit risk management models (IFRS 9, A-IRB) and support clients in integrated risk and capital management using quantitative and regulatory expertise.
Role type
Senior Associate, Risk Analytics (Credit Risk)
Builds
Credit risk models and frameworks for banking groups and financial intermediaries
Domain
Financial Services / Credit Risk
Deliverable
production ML models
Required skills
Credit risk modeling, IFRS 9, A-IRB, Python, R, SAS, quantitative finance, statistical analysis
Preferred skills
Machine learning, GenAI adoption, ESG risk integration, project management
Technologies
Python, R, SAS, Office Suite
Responsibilities
Participate in development, validation, and audit of credit risk models; explore innovative approaches like GenAI and ML; support junior resources on quantitative risk topics; advance projects using structured project management.
Seniority
Senior, hands-on IC
