ppOur 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: /p h3CREDIT RISK MODEL DEVELOPER /h3 pThe 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. /p h3Main responsibilities /h3 ul liDevelop and Maintain Credit Risk Models /li liPerform Data Analysis /li liModel Validation and Performance Monitoring /li liSupport Regulatory Reviews and Internal Audits /li liCollaborate with Cross-Functional Teams /li liModel Governance and Change Management /li /ul h3Requirements /h3 ul liMaster’s degree in Statistics, Mathematics, Economics,

Engineering, or related quantitative disciplines. /li liCredit Risk Modelling: Minimum 2–3 years of experience in developing Experience with IRB (PD, LGD, EAD) and IFRS 9 models (junior). /li liModel Validation: Knowledge of validation techniques, backtesting, and benchmarking /li liFluent in English (written, spoken, comprehension, and reading) /li liStatistical Analysis: Strong foundation in statistical techniques and quantitative modeling /li liProgramming Tools: SAS+SQL (data extraction, transformation, and querying) /li liData Analysis: Ability to work with large datasets and perform exploratory analysis /li /ul pWorkplace: Milan. /p /p #J-18808-Ljbffr

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