Credit Risk Model Developer
Pubblicato il 11-10-2026 - Ing Banking in Milano
Overview
In this role you join ING’s Model Development Unit within Retail Credit Risk to design, implement, and monitor AIRB and IFRS9 risk models for Mortgage and Consumer Lending portfolios. You will manage the full model lifecycle—from development and validation to deployment and ongoing monitoring—while ensuring regulatory alignment. You’ll work with cross-functional teams to translate risk insights into business actions and support regulatory interactions. This is an opportunity to influence risk strategy in a dynamic, international banking environment.
Retribuzione / Benefits
- Flexible Lavoro da remoto
- Competitive base salaries
- Performance-based bonuses
- Health insurance
- Pension fund and welfare plan
- Birthday day off (#doyourbirthday)
Responsabilità
- Lead development, maintenance and monitoring of AIRB and IFRS9 models for Mortgage and Consumer Lending portfolios
- Develop PD, LGD and EAD models under AIRB for Mortgage and IFRS9 for Mortgages and Consumer Lending
- Ensure compliance with ECB,
EBA and Group model risk management requirements; support approvals, annual reviews and regulatory inspections
- Monitor model performance via backtesting and implement corrective actions
- Define and execute action plans to address validation findings and regulatory feedback
- Support implementation and production deployment including test strategy and result verification
- Collaborate with internal and external assessment teams (Validation, Audit, ECB) ensuring timely adoption of recommendations
- Conduct ad-hoc qualitative and quantitative analyses (impact assessments, sensitivity analyses) for forecasting, product changes and pricing
- Perform portfolio monitoring focusing on risk parameter evolution
- Prepare reports for Senior Management on model performance and corrective actions
- Ensure integration of models into business processes and promote knowledge sharing
- Act as a change agent promoting adoption of advanced risk modeling practices
Requisiti fon