Job detail for Credit Risk Modeler

.

Overview

You will join the Credit Risk Management Department, within the group specializing in the development of LGD and EAD models, contributing to the evolution of the measurement methodologies used to support the Bank's strategic, managerial, and regulatory processes. You will have the opportunity to work on advanced quantitative topics, collaborating with various corporate functions and engaging with the regulatory, methodological, and technological developments in the sector.

What your activities will be

• Design, develop, and maintain credit risk models (LGD and EAD) in compliance with regulations, both in regulatory and managerial contexts
• Conduct quantitative and statistical analyses aimed at measuring, evaluating, and managing credit risk, including through Advanced Analytics and Machine Learning techniques
• Manage and process the databases used in model development processes, contributing continuously to the improvement of data governance processes
• Participate in innovative initiatives based on Artificial Intelligence and Generative AI
• Support the implementation of methodologies through programming tools and languages
• Prepare methodological and technical documentation to support internal processes and audits conducted by Supervisory Bodies
• Interact with various internal corporate functions, particularly with Control Functions, and with Supervisory Bodies

Who we are looking for

If you have the following characteristics, we are waiting for you:

• Master's degree in Mathematics, Statistics, Physics, Engineering, or Quantitative Economics
• Knowledge of credit risk models, with particular reference to LGD and EAD parameters
• Knowledge of the regulatory framework applicable to credit risk models and internal rating systems
• Knowledge of credit processes and methodologies for measuring and monitoring credit risk
• Skills in statistical and quantitative analysis applied to complex databases
• Knowledge of Python, SAS, and SQL for modeling, analysis, and data processing activities
• Ability to prepare methodological and technical documentation related to models
• Knowledge of the English language at least at a B2 level according to the CEFR

Knowledge of Machine Learning techniques, Data Analytics and Business Intelligence tools, and professional international experience in multinational contexts is preferred.

Finally, at least 3-5 years of previous experience in banks, insurance companies, or consulting firms is required.

What we offer

• Gross annual salary starting from €38.000
• The Group provides a variable component of remuneration as regulated by the Remuneration Policies available on the Group's website
• Complementary elements regulated by the National Collective Labor Agreement for the Credit Sector and second-level company agreements
• Professional development initiatives to support the growth of our people
• Extensive training offer through the Corporate Academy dedicated to the continuous development of professional, managerial, and transversal skills at all levels
• Possibility to join flexible work arrangements and the 4x9 short week
• Modern and integrated corporate welfare system ( link)
• Health coverage and supplementary pension scheme starting from hiring
• Advantages on the Group's banking products and services

Who we are

We are leaders in Italy and one of the main banking groups in Europe. Join us and be part of our success story! With over 20 million customers in Italy and abroad, we are a true engine of sustainable growth with a strong commitment to the environment and a tangible impact on society.

People are at the center; we take care of them by committing to creating an inclusive culture within the Group where everyone feels like a protagonist and valued.

Join our international reality. The future is not waited for, it is chosen!

#sharingfuture

We guarantee an inclusive and equal opportunity environment. We will consider all applications regardless of race, religion, sexual orientation, gender identity, marital status, age, disability, or any other protected category in compliance with Legislative Decrees 198/2006, 215/03, and 216/03.

For the evaluation of applications, the data will be used by Intesa Sanpaolo S.p.A. as Data Controller. We invite you to read the dedicated Privacy Policy.