Credit Risk Model Developer
22 ore fa
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 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 validation findings and regulatory feedback.Support implementation and production deployment, including test strategy definition, result verification, and corrective measures.Collaborate with internal and external assessment teams (Internal Validation, Audit, ECB) ensuring timely adoption of recommendations.Conduct ad-hoc qualitative and quantitative analyses, including impact assessments and sensitivity analyses for forecasting, new product introduction, pricing, and model changes.Perform portfolio monitoring with a focus on risk parameter evolution.Prepare reports for Senior Management on model performance and corrective actions.Ensure integration of models into business processes and promote knowledge sharing across the organization.Act as a change agent, fostering awareness and adoption of advanced risk modeling practices.Skills & CompetenciesStrong knowledge of EBA and IRB regulations (CRR, EBA guidelines, etc.).Technical proficiency in data management and modeling tools (SAS, Python, MATLAB, etc.).Excellent ability to interact with senior management, validation teams, and supervisory authorities.Strong collaboration skills with internal stakeholders (IT, Data Management, Finance, etc.).Proven team coordination, time management, and organizational skills.Fluent in English, both written and spoken.Required ExperienceMinimum 4 years of experience in IRB/IFRS9 model development or validation for retail portfolios.Solid background in quantitative risk modeling and regulatory compliance.Location: Milan (hybrid)About ING ING offers many opportunities to build a diverse and rewarding career. You will be joining an international innovative digital
-
Credit Risk Model Developer
23 ore 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...
-
Credit Risk Model Developer
22 ore 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
23 ore 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
23 ore 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
22 ore 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...
-
Senior Credit Risk Analyst
2 settimane fa
Milan, Italia Subbyx A tempo pienoYour missionAt Subbyx, every deal matters. Your role is to make sure they're safe. You'll assess credit risk, check partners, and catch potential problems before they happen. Every contract you approve will be backed by real data, not assumptions, keeping our network reliable and our business trusted.Sub to freedom Freedom of choosing what you need, for how...
-
Senior Credit Risk Analyst
2 settimane fa
Milan, Italia Subbyx A tempo pienoYour mission At Subbyx, every deal matters. Your role is to make sure they're safe. You'll assess credit risk, check partners, and catch potential problems before they happen. Every contract you approve will be backed by real data, not assumptions, keeping our network reliable and our business trusted. Sub to freedom Freedom of choosing what you need, for...
-
Junior risk data analyst...
2 settimane fa
Milan, Italia Adecco A tempo pienoAdecco Credit & Banking is currently recruiting for an International Bank based in Milan a Junior Risk Data Analyst Requested role provides analytical support within the credit risk management area to the reporting and data manipulation actives with particular focus on data acquisition, model development, model deployment and risk applications...
-
Credit Risk Analyst
1 giorno 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...
-
Experienced - Credit Risk
2 settimane fa
Milan, Italia Deloitte A tempo pienoWhat impact will you make? Experienced - Credit Risk Stiamo cercando una figura Consultant/Senior Consultant con esperienza dimostrata e competenze nelle attività di sviluppo modelli in ambito Credit Risk. Il candidato verrà inserito nel team Credit Risk nella sede di Milano, con modalità di lavoro Hybrid.La risorsa verrà inserita per supportare...
