Credit Risk Model Developer

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/8hhap8

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 Smart WorkingCompetitive base salary and performance-based bonusesHealth insurance and accident insurancePension fund and welfare planTraining and development opportunitiesBirthday day off (#doyourbirthday)Lead development, maintenance and monitoring of AIRB and IFRS9 models for Mortgage and Consumer Lending portfoliosDevelop PD, LGD and EAD models under AIRB; IFRS9 risk parameter models for Mortgages and Consumer LendingEnsure compliance with ECB,



EBA and Group model risk management requirements; support approvals and regulatory inspectionsMonitor model performance via backtesting and implement corrective actionsDefine action plans to address validation findings and regulatory feedbackSupport implementation and production deployment including test strategy and result verificationCollaborate with Internal Validation, Audit, ECB ensuring timely adoption of recommendationsPerform ad-hoc analyses (impact, sensitivity) for forecasting, new products, and model changesIntegrate models into business processes and promote knowledge sharing across the organizationAct as change agent to promote advanced risk modeling practicesStrong experience in credit risk modelling within banking environmentsProven experience in AIRB and/or IFRS9 methodologies (PD, LGD, EAD)Good understanding xysqume of ECB and EBA requirements related to IRB and IFRS9Experience with Valid

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/8hhap8