iason is an international firm that consults Financial Institutions on Risk Management.iason is a leader in quantitative analysis and advanced risk methodology, offering a unique mix of know-how and expertise on the pricing of complex financial products and the management of financial, credit and liquidity risks.In addition iason provides a suite of essential solutions to meet the fundamental needs of Financial Institutions.We are looking for a Senior Credit Risk Quant to join our team!Main TasksDevelopment of Pillar I (PD, LGD, EAD) and Pillar II (Credit Portfolio model) Credit Risk models;Development of statistical models to analyze macro-economic variables and forecast time series (satellite model);Ad hoc quantitative analysis on credit risk issues;Produce and maintain readable code in the main statistical software (Stata/ SAS);Creation of databases and data manipulation;Data and Model Governance during the development and implementation phases;Support in the performance of Stress-Test exercises (EBA, ICAAP,...);Production of methodological and technical documents and presentations;Collaborate to the realization of Iason’s development projects and research.Analytical and Technical RequirementsMSc in Economics, Mathematics, Physics, Mathematical Engineering, Statistics or other quantitative courses;Good math and statistics foundations, especially in econometrics;2–4 years of work experience in credit risk management;Deep knowledge of the main concepts of Credit Risk (PD, LGD, Internal Rating approaches, Satellite Models);Knowledge of the Risk Management framework and processes;Knowledge of banking systems and processes usually involved in Risk Management (e.g. RAF, ICAAP/ILAAP);Deep knowledge of the main statistical software (SAS/R/Stata/Python);Fluent English (written and spoken);Be able to perform well under pressure and to meet deadlines;Be proactive and very detail-oriented;Analytical mindset and well-organized approach to problem-solving.

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