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AUDITOR FOR CREDIT RISK MANAGEMENT

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Job Features

• Legal Entity: UniCredit S.p.A.
• Seniority Level: from 5 to 10 years
• Employment Type: full-time
• Location: MIlan
• Country: Italy

Area Description

CREDIT RISK AUDIT department is responsible for carrying out audit activities on credit processes, internal rating models on credit risk and related Risk Management activities. It is also responsible for carrying out audit activities both on internal and group-wide rating systems – accordingly to Pillar I regulation coming from Basel Capital accord – as well as on measurement methods concerning the Pillar II of the same regulation, on the Parent Company and the Italian Entities of the Group, also aiming to obtain the related approval by the Regulator for the adoption of the Credit Risk models. The department acts with the Regulator in agreement with the competent structure of Group Institutional Regulatory Affairs.

Function and Job

We are currently looking for Audit Team Leaders experienced in the Credit Risk Management area (both Pillar II and Pillar I) to expand our CRM Audit team.
The team is based in Milan and operates in an international banking context.

 

Competencies

Requirements:

  • Previous experience (5+ years) in Credit Risk Management area
  • Knowledge of the regulatory requirements concerning the Pillar II and/or Pillar I frameworks
  • Knowledge of statistical approaches/methods and development/validation processes concerning both Pillar I and/or II metrics (PD/LGD/EAD models, Credit Portfolio Model, Integration Risk Models, Credit Risk Transfer for Synthetic Securitizations)
  • Knowledge of programming languages as SAS / MATLAB / R
  • Excellent verbal and written communication skills - English mandatory (above B2)
  • Team working, proactive approach and multitasking skills in a fast-paced international context

 

Desired Requirements:

  • Degree in Statistics;
  • CIA certification;
  • Participation to Data Analytics Project.


Job Segment: Audit, Credit, Risk Management, Developer, Internal Audit, Finance, Technology

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