Experienced - Credit Risk Modelling & Stress Testing - Risk Advisory, Metropolitan City Of Milan Bardi

Experienced - Credit Risk Modelling & Stress Testing - Risk Advisory, Metropolitan City Of Milan
Bardi
Emilia Romagna, Bardi

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Experienced - Credit Risk Modelling & Stress Testing - Risk Advisory, Metropolitan City of Milan Location: Metropolitan City of Milan, Italy

Job Category: Other

EU work permit required: Yes

Job Reference: b6a8cf8e7a6c

Job Views: 9

Posted: 02. 03. 2025

Expiry Date: 16. 04. 2025

Job Description: What impact will you make?

Experienced - Credit Risk Modelling & Stress Testing - Milano - Risk Advisory We are looking for a Consultant/Senior Consultant/Manager with proven experience and skills in model development and conducting regulatory stress testing exercises (EBA/ECB) / management stress tests in Credit Risk.

The candidate will join the Market & Credit Risk team in Milan, working in a Hybrid model.

The resource will support business initiatives in CRO with major Italian and European clients, contributing to the development of predictive models using advanced techniques such as big data analytics and machine learning, and promoting the integration of innovative approaches to support credit processes.

Your Role The Experienced resource will be part of a team and will be responsible for:

Identifying client needs and contributing to the formulation of appropriate project solutions, using a structured and problem-solving approach; Building a trusting, positive, and collaborative relationship within the team and with the client; Collaborating effectively through the International Network to define and provide solutions in line with global best practices; Defining innovative solutions, such as those based on new methodologies, analytics, and new technologies, in collaboration with subject matter experts; Winning Requirements Experience of at least 2 – 4 years in Consulting Firms or Financial Institutions Degree in economics or statistics Skills in developing risk parameter estimation models PD-LGD-EAD and other predictive models in credit risk, used for regulatory purposes (AIRB) or to support management processes Proven programming skills such as SAS, SQL, Python.

Knowledge of advanced machine learning techniques and artificial intelligence, familiarity with data analytics tools, big data platforms, and cloud computing is considered a plus Experience in conducting EBA/ECB stress tests and/or in management stress testing in credit risk, including the ability to design, implement, and analyze stress testing scenarios.

Knowledge of COREP/FINREP reporting databases is a preferential element Willingness to travel internationally Excellent level of English Make An Impact That Matters Deloitte is a leading network in professional services for businesses, present in over 150 countries with 457, 000 professionals.

We offer innovative and sustainable solutions in Audit & Assurance, Consulting, Financial Advisory, Risk Advisory, Tax, and Legal.

Our goal is to support companies in developing and implementing strategies that keep pace with the market.

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