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.
Role type
Senior Associate, Risk Analytics (Credit Risk)
Builds
Credit risk models and regulatory reporting frameworks for banking groups and financial intermediaries
Domain
Financial Services / Credit Risk
Deliverable
production ML models | dashboards & analysis
Required skills
Credit risk modeling, IFRS 9, A-IRB, Python, R, SAS, quantitative finance background
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 ML and GenAI; support junior team members; manage project advancement
Seniority
Senior, hands-on IC with mentorship