Credit Risk Model Developer

4 giorni fa

Milan, Italia Altro A tempo pieno

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.LocationMilan (hybrid)About INGING offers many opportunities to build a diverse and rewarding career. You will be joining an international innovative digital

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