Credit Risk Model Developer (Irb & Ifrs9)
Pubblicato il 14-10-2026 - Experteer Italy in Bardi
Join the Model Development Unit in Retail Credit Risk to design and monitor risk models for retail portfolios.
You will work on AIRB and IFRS9 models for Mortgage and Consumer Lending, supporting regulatory interactions and model governance.
The role spans the full model lifecycle—from development to production deployment and validation responses.
You'll collaborate with internal teams and regulators to ensure robust, compliant risk parameter modeling and impactful business decisions.
This position offers a chance to shape risk practices in a digital, international bank with a strong focus on continuous learning.
Flexible Lavoro da remoto
Competitive base salary and performance-based bonuses
Health insurance and accident insurance
Pension fund and welfare plan
Training and development opportunities
Birthday day off (#doyourbirthday)
Lead development, maintenance and monitoring of AIRB and IFRS9 models for Mortgage and Consumer Lending portfolios
Develop PD, LGD and EAD models under AIRB; IFRS9 risk parameter models for Mortgages and Consumer Lending
Ensure compliance with ECB, EBA and Group model risk management requirements; support approvals and regulatory inspections
Monitor model performance via backtesting and implement corrective actions
Define action plans to address validation findings and regulatory feedback
Support implementation and production deployment including test strategy and result verification
Collaborate with Internal Validation, Audit, ECB ensuring timely adoption of recommendations
Perform ad-hoc analyses (impact, sensitivity) for forecasting, new products, and model changes
Integrate models into business processes and promote knowledge sharing across the organization
Act as change agent to promote advanced risk modeling practices
Strong experience in credit risk modelling within banking environments
Proven experience in AIRB and/or IFRS9 methodologies (PD, LGD, EAD)
Good understanding xysqume of ECB and EBA requirements related to IRB and IFRS9
Experience with Validation, Internal Audit and regulator interactions is a plus
Knowledge of Mortgage and Consumer Lending portfolios preferred
Technical proficiency in data management and modeling tools (SAS, Python, MATLAB)
Strong collaboration with IT, Data Management, Finance, etc.
Proven team coordination, time management and organizational skills
Fluent in English (written and spoken)
Minimum 4 years in IRB/IFRS9 model development/validation for retail portfolios
Solid background in quantitative risk modelling and regulatory compliance
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