Hybrid Credit Risk Model Developer

Join to apply for the Credit Risk Model Developer role at ING ItaliaYou will join the Model Development Unit within the Retail Credit Risk area, contributing to the design and enhancement of risk models for retail portfolios. Specifically, you will be part of the team responsible for developing models for calculating risk parameters (PD, LGD, EAD) under both...

You will join the Model Development Unit within the Retail Credit Risk area, contributing to the design and enhancement of risk models for retail portfolios. Specifically, you will be part of the team responsible for developing models for calculating risk parameters (PD, LGD, EAD) under both IRB and IFRS9 frameworks.Key ResponsibilitiesDevelop and maintain...

You will join the Model Development Unit within the Retail Credit Risk area, contributing to the design and enhancement of risk models for retail portfolios. Specifically, you will be part of the team responsible for developing models for calculating risk parameters (PD, LGD, EAD) under both IRB and IFRS9 frameworks. Key Responsibilities Develop and maintain...

A leading international company in the leasing sector is seeking a CREDIT RISK MODEL DEVELOPER in Milan, Italy. This full-time position entails developing and maintaining credit risk models, performing data analysis, and supporting regulatory reviews. Candidates should have a Master’s degree in a quantitative field, at least 2–3 years of experience in...

Key ResponsibilitiesDevelop and maintain AIRB and IFRS9 models, managing all project phases: initiation, data collection, model development, validation interaction, and regulatory engagement (ECB when required).Monitor model performance through periodic backtesting and implement corrective actions when necessary.Define and execute action plans to address...

You will join the Model Development Unit within the Retail Credit Risk area, contributing to the design and enhancement of risk models for retail portfolios. Specifically, you will be part of the team responsible for developing models for calculating risk parameters (PD, LGD, EAD) under both IRB and IFRS9 frameworks. Key Responsibilities - Develop and...

You will join the Model Development Unit within the Retail Credit Risk area, contributing to the design and enhancement of risk models for retail portfolios. Specifically, you will be part of the team responsible for developing models for calculating risk parameters (PD, LGD, EAD) under both IRB and IFRS9 frameworks.Key ResponsibilitiesDevelop and maintain...

Key ResponsibilitiesDevelop and maintain AIRB and IFRS9 models, managing all project phases: initiation, data collection, model development, validation interaction, and regulatory engagement (ECB when required).Monitor model performance through periodic backtesting and implement corrective actions when necessary.Define and execute action plans to address...

iason is an international firm that consults Financial Institutions on Risk Management. iason is a leader in quantitative analysis and advanced risk methodology, offering a unique mix of know-how and expertise on the pricing of complex financial products and the management of financial, credit and liquidity risks. We are looking for a Credit Risk Quant...

iason is an international firm that consults Financial Institutions on Risk Management. iason is a leader in quantitative analysis and advanced risk methodology, offering a unique mix of know-how and expertise on the pricing of complex financial products and the management of financial, credit and liquidity risks. We are looking for a Credit Risk Quant to...