The team provides quantitative analyses and builds models across different areas of the bank.
The candidate will support the team in applying advanced analytics and quantitative algorithms, statistical modelling techniques and data mining procedures to derive business insights and solve problems.
In particular, with most common coding languages (e.g. SAS and Python/R) with attention into Big Data architecture (AWS and PySpark), you will collaborate with the team in activities such as developping, monitoring and implementation no-regulatory models mainly over the local risk area (e.g. scorecard, behavioural and propensity models, clustering...) and support other department and the branches of other countries in our domain.
Academic degree (MSc), preferably in econometrics, engineering, statistics or mathematics.
- Demonstrated solid data handling skills.
- foundation in statistics and machine learning
- Practical experience with programming language such as SAS, Python and PySpark.
- Fluent written and spoken English
- Self-driven with the ability to figure out solutions by him or herself
- Ability to work collaboratively in a team environment.
- Must possess an energetic, self-motivated work ethic.
- Proven to perform under pressure.
- High ethical standards, honesty, integrity.
Nice to Have:
- fundamentals in the areas of AWS, Data Lake Architecture, Ms Azure
- Personal public projects on github/gitlab/azure or similar
- Experience in one of the following as a plus:
- Business Models (e.g., Churn, Propensity)
Duration: fixed term - maternity leave replacement
Location: Milan (hybrid)