Credit Risk Model Developer
Pubblicato il 25-08-2026 - Tailor&Fox in Milano
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:
Competenze, Esperienza, Qualifiche: se possiede i requisiti giusti per questa occasione, si candidi oggi stesso.
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).
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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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