Credit Risk Modelling Expert

1 settimana fa


Milano, Lombardia, Italia Tn Italy A tempo pieno
About the Role

We are seeking a highly skilled Credit Risk Modelling Expert to join our team at ING Italy. As a key member of our Wholesale Banking Credit Risk department, you will play a crucial role in developing and maintaining models for measuring and managing credit risk for Wholesale portfolios.

Key Responsibilities
  • Develop and calibrate credit risk models by applying ING's modelling standards, covering all products and geographical regions in the ING Bank portfolio.
  • Interact with regulators regarding the design, use, and implementation of models, as well as leading/ managing discussions on changes to the models and its submissions.
  • Take responsibility for further improving the measurement and monitoring of existing models.
Requirements
  • Academic degree (MSc or PhD) in econometrics, physics, statistics, or mathematics.
  • Good knowledge of Basel and IFRS 9 models and experience in developing expert-based or statistical credit risk models.
  • At least 4 years of relevant experience in developing and monitoring regulatory Wholesale Banking Credit Risk Models.
  • Extensive experience in using data modelling software/ or coding (C++, Java, Python, R, SAS).
  • Strong analytical, problem-solving, communication, and execution skills.
  • Fluent in English.
What We Offer
  • A job where you can make a real impact and contribute to the success of our customers.
  • Opportunities to grow and develop your skills in a dynamic and innovative environment.
  • A competitive base salary and performance-based bonuses.
  • A diverse and inclusive work environment.

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