About us:We’re visionary innovators providing trading and workflow automation solutions, high-value analytics, and strategic consulting to corporations, financial institutions, central banks, and governments. Over 40% of the world’s largest companies use our solutions. We have achieved tremendous growth by bringing together some of the best financial technology companies globally. At ION, we offer careers that allow you to invent, design, collaborate, build, and transform businesses, empowering people worldwide to do more, faster, and better. Learn more at.Your role:Key duties and responsibilities:Quantitative analysis using statistical techniquesDevelopment and review of credit risk models under Basel pillar I: PD, LGD, EADDatabase analysis (descriptive statistics – distribution analysis, mean, variance, etc.)Development of statistical models (inferential statistics: regression analysis, discriminant analysis, etc.)Support with training junior team members with diverse skills and backgroundsOther duties: We might ask you to perform additional tasks 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 modelingExcellent proficiency in Italian and EnglishProficiency in Ms Excel and PowerPointExperience with statistical analysis software such as SAS, Python, or RKnowledge of regulatory frameworks (Basel – CRR)Strong organizational skills with a proactive attitude to prioritize, support, and track multiple tasks while meeting deadlines in a dynamic environmentWhat we offer:Permanent employment contract.
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