Senior Model Developer

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/78g3iw

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 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.
Develop and Maintain Credit Risk Models
Perform Data Analysis
Model Validation and Performance Monitoring
Support Regulatory Reviews and Internal Audits
Credit Risk Modelling: Minimum 2–3 years of experience in developing Experience with IRB (PD, LGD, EAD) and IFRS 9 models (junior).
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

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/78g3iw