Senior Quantitative Risk Analyst

2 weeks ago


Tulsa, United States CDP Group Full time

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Gruppo Cassa Depositi e Prestiti Cassa Depositi e Prestit ricerca "Senior Quantitative Risk Analyst" La risorsa verrà inserita nella Direzione “Rischi”, nell’area “Risk Management” ed in particolare nel team “Rischi di Credito e Controparte” e sarà coinvolta nelle seguenti attività: (i) misurazione e controllo dell’esposizione di CDP ai rischi di credito e controparte anche mediante la selezione, l’implementazione, lo sviluppo e la gestione dei modelli e delle metodologie di quantificazione; (ii) misurazione e controllo dell’esposizione di CDP al rischio di concentrazione, anche in fase di valutazione delle operazioni di maggior rilievo, e condivisione delle relative considerazioni con le altre funzioni in sede di valutazione e discussione delle operazioni; (iii) produzione e presentazione periodica di reportistica operativa interna e per gli Organi di Vigilanza, con riferimento alle tematiche di rischio di credito, di controparte e di concentrazione; (iv) gestione di modelli e metodologie di calcolo degli accantonamenti collettivi ai sensi dei principi contabili internazionali, predisposizione ed esecuzione di simulazioni e presentazione dei risultati alle funzioni interessate; (v) manutenzione delle metodologie per la determinazione del pricing dei crediti sulla base della loro contribuzione al rischio del portafoglio di CDP e supporto alle unità preposte alle valutazioni legate a tali metodologie; (vi) monitoraggio dell’andamento del rischio del portafoglio crediti e relative analisi, anche in ottica ICAAP.

La risorsa ideale possiede una laurea in discipline economiche con spiccato indirizzo quantitativo oppure scientifiche (e.g.: Fisica/Matematica/Statistica/Ingegneria). Costituisce elemento di valutazione preferenziale un titolo post lauream in ambito risk management/finanza quantitativa, comprendente corsi specifici relativi al pricing di strumenti finanziari. La risorsa ideale ha maturato almeno 6 anni di esperienza come analista quantitativo o risk manager all'interno di contesti strutturati e ha buona padronanza di temi di valutazione/gestione dei rischi ed almeno 2 anni di esperienza specifica nello sviluppo di modelli quantitativi per il calcolo di misure di rischio, il pricing di strumenti finanziari e/o l’analisi statistica dei dati. Il ruolo richiede un’ottima conoscenza del pacchetto Office (in particolare utilizzo avanzato di Excel) e buone capacità di programmazione in almeno uno dei seguenti linguaggi: C/C++, Java, Python, R, Visual Basic, Matlab. Si richiede inoltre una conoscenza fluente della lingua inglese. Completano il profilo dinamismo, proattività, flessibilità, disponibilità e agilità di apprendimento, spiccate capacità di problem solving. Sede:

Roma/Milano CDP promuove la diversità in tutte le sue forme e si impegna a creare un ambiente di lavoro inclusivo per tutte le nostre persone. Le candidature ricevute saranno considerate in base al merito individuale e all’aderenza alla posizione ricercata, indipendentemente da nazionalità, origine etnica, genere, orientamento sessuale, stato civile, disabilità, responsabilità genitoriali, età, religione o convinzioni personali.

Il presente annuncio è rivolto ad entrambi i sessi, ai sensi delle leggi 903/77 e 125/91, a persone di tutte le età e tutte le nazionalità, ai sensi dei decreti legislativi 215/03 e 216/03 e a persone appartenenti alle categorie protette (L. 68/99).

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