Senior Quantitative Credit Risk Modeller

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 and monitoring internal credit risk models across asset classes, with direct involvement in regulatory and accounting purposes.

Ideal candidates have 3–5 years of experience in large institutions, strong SAS programming skills, and fluency in English.

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