CREDIT RISK MODEL DEVELOPER
4 giorni fa
Join to apply for theCREDIT RISK MODEL DEVELOPERrole atTailor&FoxOur client is a leading international company in the leasing sector. For the strengthening of its local structure, it has asked us to search for the following professional figure:CREDIT RISK MODEL DEVELOPERThe Risk Model Developer will be responsible for assisting the manager in the design, development, and validation of IRB models (PD, LGD healthy and default) and IFRS 9 expected credit loss models and continuous enhancement of the IRB framework and strategy for the Italian entities.Main responsibilitiesDevelop and Maintain Credit Risk ModelsPerform Data AnalysisModel Validation and Performance MonitoringSupport Regulatory Reviews and Internal AuditsCollaborate with Cross-Functional TeamsModel Governance and Change ManagementRequirementsMaster’s degree in Statistics, Mathematics, Economics, Engineering, or related quantitative disciplines.Credit Risk Modelling: Minimum 2–3 years of experience in developing experience with IRB (PD, LGD, EAD) and IFRS 9 models (junior).Model Validation: Knowledge of validation techniques, backtesting, and benchmarking.Fluent in English (written, spoken, comprehension, and reading).Statistical Analysis: Strong foundation in statistical techniques and quantitative modeling.Programming & Tools: SAS+SQL (data extraction, transformation, and querying).Data Analysis: Ability to work with large datasets and perform exploratory analysis.Seniority level AssociateEmployment type Full-timeJob function Analyst, Information Technology, and FinanceIndustries Banking, Financial Services, and Business Consulting and ServicesReferrals increase your chances of interviewing at Tailor&Fox by 2x.#J-18808-Ljbffr
-
CREDIT RISK MODEL DEVELOPER
4 giorni fa
Milan, Italia Altro A tempo pienoJoin to apply for the CREDIT RISK MODEL DEVELOPER role at Tailor&FoxOur client is a leading international company in the leasing sector. For the strengthening of its local structure, it has asked us to search for the following professional figure:CREDIT RISK MODEL DEVELOPERThe Risk Model Developer will be responsible for assisting the manager in the design,...
-
Credit Risk Model Developer
5 giorni fa
Milan, Italia Altro A tempo pienoJoin 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...
-
IRB Credit Risk Model Developer
4 giorni fa
Milan, Italia Altro A tempo pienoA 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...
-
Credit Risk Model Developer
5 giorni fa
Milan, Italia Altro A tempo pienoJoin to apply for theCredit Risk Model Developerrole atING 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...
-
Credit Risk Model Developer
5 giorni fa
Milan, Italia Banche e finanza A tempo pienoYou 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...
-
Credit Risk Model Developer
5 giorni fa
Milan, Italia Banche e finanza A tempo pienoYou 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...
-
Credit Risk Model Developer
5 giorni fa
Milan, Italia Altro A tempo pienoKey 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...
-
Credit Risk Model Developer
5 giorni fa
Milan, Italia Altro A tempo pienoKey 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...
-
Credit Risk Consultant
3 giorni fa
Greater Milan Metropolitan Area, Italia iason A tempo pienoiason 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.In addition iason provides a suite of...
-
Credit Risk Analyst
5 giorni fa
Milan, Italia Altro A tempo pienoBanca Generali è una delle principali banche private in Italia, specializzata nella gestione patrimoniale e nella consulenza finanziaria. La banca offre una gamma completa di prodotti e servizi bancari, soluzioni di investimento e consulenza personalizzata, con un forte focus sull'innovazione digitale e la sostenibilità.Credit Risk è la funzione...