Credit Risk Model Developer
Pubblicato il 12-10-2026 - Ing Banking in Pavia
OverviewIn 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 / BenefitsFlexible Smart WorkingCompetitive base salariesPerformance-based bonusesHealth insurancePension fund and welfare planBirthday day off (#doyourbirthday)ResponsabilitàLead development, maintenance and monitoring of AIRB and IFRS9 models for Mortgage and Consumer Lending portfoliosDevelop PD, LGD and EAD models under AIRB for Mortgage and IFRS9 for Mortgages and Consumer LendingEnsure compliance with ECB, EBA and Group model risk management requirements; support approvals, annual reviews and regulatory inspectionsMonitor model performance via backtesting and implement corrective actionsDefine and execute action plans to address validation findings and regulatory feedbackSupport implementation and production deployment including test strategy and result verificationCollaborate with internal and external assessment teams (Validation,
Audit, ECB) ensuring timely adoption of recommendationsConduct ad-hoc qualitative and quantitative analyses (impact assessments, sensitivity analyses) for forecasting, product changes and pricingPerform portfolio monitoring focusing on risk parameter evolutionPrepare reports for Senior Management on model performance and corrective actionsEnsure integration of models into business processes and promote knowledge sharingAct as a change agent promoting adoption of advanced risk modeling practicesRequisiti fondamentaliStrong experience in credit risk modelling within banking environmentsProven experience in AIRB and/or IFRS9 methodologies (PD, LGD, EAD)Knowledge of ECB and EBA requirements related to IRB and IFRS9Experience interacting with Validation, Internal Audit and regulators; advantageousKnowledge of Mortgage and Consumer Lending portfolios preferredTechnical proficiency in SAS, Python, MATLAB (or similar)Strong collaboration with IT, Data Management, FinanceProven team coordination, time management and organizational skillsFluent in EnglishMinimum 4 years in IRB/IFRS9 model development or validation for retail portfoliosSolid background in quantitative risk modelling and regulatory complianceCross-functional collaborationCommunication with stakeholdersAnalytical mindsetSASPythonMATLAB