CREDIT RISK MODEL DEVELOPER

4 giorni fa

Milan, Lombardy, Italia Tailor&Fox Srl Tempo pieno

Our 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 DEVELOPER

The Risk Model Developer will beresponsible 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 responsibilities

  • Develop and Maintain Credit Risk Models
  • Perform Data Analysis
  • Model Validation and Performance Monitoring
  • Support Regulatory Reviews and Internal Audits
  • Collaborate with Cross-Functional Teams
  • Model Governance and Change Management

Requirements

  • Master’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

Workplace: Milan.