Pillar 1 Credit Risk Modeller — Quantitative Expert

Mediobanca is seeking an experienced Quantitative Credit Risk Modeller to join the Pillar 1 Credit Risk Methodologies team within the Risk Management Department. The role involves developing, calibrating and monitoring credit risk models across multiple asset classes for regulatory and accounting purposes.

Strong SAS and Python skills, plus 3–5 years in finance, are required. The position offers a permanent contract, with English fluency and a clear growth path in a leading Italian bank.

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