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.

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CREDIT RISK MODEL DEVELOPER

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