18 ott - Pavia
Ing Banking
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 Performance-based bonuses Pension fund and welfare plan 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 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 Strong experience in credit risk modelling within banking environments Proven experience in AIRB and/or IFRS9 methodologies (PD, LGD, EAD) Experience interacting with Validation, Internal Audit and regulators; Technical proficiency in SAS, Python, MATLAB (or similar) Strong collaboration with IT, Data Management, Finance Fluent in English Minimum 4 years in IRB/IFRS9 model development or validation for retail portfolios Solid background in quantitative risk modelling and regulatory compliance Cross-functional collaboration SAS Python MATLAB
19 ott - Casamassima
Società riconosciuta
19 ott - Massa
Azienda riconosciuta
19 ott - Roma
Gruppo importante
19 ott - Felino
Azienda importante