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CREDIT RISK MODELING EXPERT

Sede annuncio: Milan

Regional Description: Italy

Codice annuncio: 00596178

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- Descrizione profilo

 

 
TECHNOLOGY IS DISRUPTING BANKING AND INSURANCE.
JOIN ACCENTURE CONSULTING AND LIVE THE TRANSFORMATION OF FINANCIAL SERVICES.

Use your talents to transform the way the world's largest companies do business - join our Global Consulting Team, shape innovative processes and integrate them with the most advanced digital technology. Help us to drive the change in Financial Services.

CREDIT RISK MODELING EXPERT
Milan

We are looking for candidates with a high experience on Risk Modeling applied to Financial Services, in particular related to Credit Risk Management in the banking sector.
 
Don’t just follow the rules. Set them.
 
  • Probability of Default model estimation and calibration (both on High and Low default portfolios);
  • Loss Given Default (LGD) and Credit Conversion Factor (CCF) estimation;
  • Econometric quantification of impairment IFRS9 parameters (PD and LGD Lifetime);
  • Stress test analysis and simulation;
  • Econometric / statistical models for management and monitoring of credit portfolios (e.g. Pricing Risk Adjusted models);
  • RWA optimization;
  • Model validation, quantitative and qualitative;
  • Model Risk design and measurement.
What makes the difference

To be a part of our Financial Services Team, you should have these skills:
 
  • 3 to 6 years' experience in a banking consultancy firm or financial institution
  • Knowledge of Credit Risk Modeling and Validation of Credit Risk parameters in Regulatory field and other applied areas (e.g. IFRS9, Stress Test)
  • Knowledge of Risk Management regulation (Basel 2 and next changes) and current EBA changes
  • Strong knowledge of statistical software, in particular R and SAS (Basic programming language, Statistical tools, SAS Guide etc.)
  • Fluent English and Italian
  • Master’s Degree in Finance / Economics, Engineering or Statistical / Mathematical disciplines
  • Ready to travel in Italy and abroad
  • Excellent analytical, synthesis and teamwork skills
 
Best People, Best Training & Best Work: start your adventure at the top
 
Discover how you can bring your ideas and creativity to life in a young, friendly, dynamic and supportive environment. Grow with us and build a fast-moving career supported by excellent leaders. Thanks to their expertise and a structured and personalized training, you will learn a unique, widely-recognised working method that will transform you into a first-class professional. You will manage complex and challenging projects within an international environment, working in an unrivalled global network of experts. Where there are no limits to passion, there is no limit to innovation.
 
Inclusion & Diversity
 
Our Inclusion & Diversity strategy aims to break down all barriers and eliminate prejudice. We are committed to providing an accessible, inclusive, open and welcoming workplace environment for people with different abilities, backgrounds, lifestyles, sexual orientation, gender identity, needs and expectations, helping all individuals to make the most of their professional potential.
We honor our commitments under articles 1 and 18 of Law No. 68/1999 and give special consideration to candidates in protected categories.
 
 
For further information, visit our website: professioni.accenture.it
For information on our Privacy Protection Safeguards (art13 L.196/03), click here.
Accenture is an equal opportunities employer.

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