Credit Risk Model Developer
Salva questo lavoro e mantieni la tua ricerca organizzata
Crea un account gratuito per salvare lavori, creare avvisi e tornare a questa inserzione dalla tua dashboard.
Continuando accetti i nostri Termini & Informativa sulla privacy.
Join the Model Development Unit in Retail Credit Risk to design and monitor risk models for retail portfolios.
You will work on AIRB and IFRS9 models for Mortgage and Consumer Lending, supporting regulatory interactions and model governance.
The role spans the full model lifecycle—from development to production deployment and validation responses.
You'll collaborate with internal teams and regulators to ensure robust, compliant risk parameter modeling and impactful business decisions.
This position offers a chance to shape risk practices in a digital, international bank with a strong focus on continuous learning.
Flexible Smart Working
Competitive base salary and performance-based bonuses
Health insurance and accident insurance
Pension fund and welfare plan
Training and development opportunities
Birthday day off (#doyourbirthday)
Lead development, maintenance and monitoring of AIRB and IFRS9 models for Mortgage and Consumer Lending portfolios
Develop PD, LGD and EAD models under AIRB; IFRS9 risk parameter models for Mortgages and Consumer Lending
Ensure compliance with ECB, EBA and Group model risk management requirements; support approvals and regulatory inspections
Monitor model performance via backtesting and implement corrective actions
Define action plans to address validation findings and regulatory feedback
Support implementation and production deployment including test strategy and result verification
Collaborate with Internal Validation, Audit, ECB ensuring timely adoption of recommendations
Perform ad-hoc analyses (impact, sensitivity) for forecasting, new products, and model changes
Integrate models into business processes and promote knowledge sharing across the organization
Act as change agent to promote advanced risk modeling practices
Strong experience in credit risk modelling within banking environments
Proven experience in AIRB and/or IFRS9 methodologies (PD, LGD, EAD)
Good understanding of ECB and EBA requirements related to IRB and IFRS9
Experience with Validation, Internal Audit and regulator interactions is a plus
Knowledge of Mortgage and Consumer Lending portfolios preferred
Technical proficiency in data management and modeling tools (SAS, Python, MATLAB)
Strong collaboration with IT, Data Management, Finance, etc.
Proven team coordination, time management and organizational skills
Fluent in English (written and spoken)
Minimum 4 years in IRB/IFRS9 model development/validation for retail portfolios
Solid background in quantitative risk modelling and regulatory compliance
#J-*-Ljbffr
-
Credit Risk Model Developer
1 giorno fa
Bardi, Emilia Romagna, Italia Ing Italia 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.You will play a key role in the...
-
Credit Risk Model Developer
4 giorni fa
Bardi, Emilia Romagna, Italia Ing Banking Tempo pienoOverviewIn this role you join ING's Model Development Unit within Retail Credit Risk to design, implement, and monitor AIRB and IFRS9 risk models for Mortgage and Consumer Lending portfolios.You will manage the full model lifecycle—from development and validation to deployment and ongoing monitoring—while ensuring regulatory alignment.You'll work with...
-
Senior Irb
1 giorno fa
Bardi, Emilia Romagna, Italia Experteer Italy Tempo pienoExperteer Italy is seeking an experienced Model Developer in Retail Credit Risk to design and monitor AIRB and IFRS9 models for Mortgage and Consumer Lending.You will support regulatory interactions, model governance and the full lifecycle from development to production deployment.The role requires strong quantitative risk modelling skills, ECB/EBA...
-
Irb & Ifrs9 Credit Risk Model Architect
1 giorno fa
Bardi, Emilia Romagna, Italia Ing Italia Tempo pienoING Italia is seeking a skilled risk model developer to design, implement, and monitor AIRB and IFRS9 models for Retail Banking portfolios.You will develop PD, LGD and EAD models for Mortgage portfolios under AIRB, and IFRS9 models for Mortgages and Consumer Lending, ensuring compliance with ECB/EBA guidelines and regulatory reviews.You will oversee model...
-
Regulatory Credit Risk Model Oversight Lead
4 giorni fa
Bardi, Emilia Romagna, Italia Ing Italia Tempo pienoING Italia seeks a group-level expert to oversee regulatory credit risk models (IRB and IFRS 9).The role interacts with ECB and external auditors, guiding model changes and providing expert judgement to senior Risk Management and Model Development teams.You will coordinate with a global team, ensuring regulatory alignment, governance, and robust model risk...
-
Hybrid Sas Analyst Developer — Credit Risk
2 giorni fa
Bardi, Emilia Romagna, Italia Capgemini Tempo pienoCapgemini Italia cerca un SAS Analyst Developer per progetti di Credit Risk Management a Milano, con modalità di lavoro ibrida.Ti occuperai di sviluppo SAS, analisi del dato e supporto alle attività progettuali a contatto con il clienteSi richiede conoscenza SAS (Base, Enterprise Guide), buone doti analitiche e esperienza in progetti di sviluppo,...
-
Risk Model Oversight Expert
4 giorni fa
Bardi, Emilia Romagna, Italia Ing Banking Tempo pienoOverviewIn this role you will lead Group-level oversight of regulatory credit risk models (IRB and IFRS 9), advising senior Risk Management and Model Development teams while applying independent technical judgment on model risk and supervisory expectations. You will coordinate changes, reviews and governance with internal stakeholders and external...
-
Risk Model Oversight Expert
4 giorni fa
Bardi, Emilia Romagna, Italia Ing Italia Tempo pienoGroup?level expert role at ING with oversight of regulatory credit risk models, including IRB and IFRS 9.The role covers oversight of model changes, On?Site Inspections and Internal Model Investigations, with direct interaction with the ECB and external auditors.You will support, advise and challenge senior Risk Management and Model Development teams,...
-
Credit Controller
4 giorni fa
Bardi, Emilia Romagna, Italia Teamsystem Tempo pienoOverviewIn this BU Credit Controller role, you monitor trade receivables and analyze payment patterns to inform portfolio actions and risk management.You'll deliver structured insights to BU Leaders and the Collections Team, shaping performance narratives and recovery priorities.You work within the Credit Management Team to drive data-driven decisions that...
-
Bardi, Emilia Romagna, Italia Euronext Tempo pienoph3Join us as a Senior Quantitative Risk Analyst – Financial Risk (LOD2, CCP) /h3 pLocation: Rome (Hybrid) /p pTeam: Clearing Risk – LOD2 Financial Credit Risk /p pReporting to: Head of Financial Credit Risk /p pGross Annual Salary: *************** euro /p h3About The Role /h3 pWe are looking for a quantitative profile to join the Risk Oversight Controls...