Irb & Ifrs9 Credit Risk Model Architect

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/8j3blp

ING Italia is seeking a skilled risk model developer to design, implement, and monitor AIRB and IFRS9 models for Retail Banking portfolios.
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You will develop PD, LGD and EAD models for Mortgage portfolios under AIRB, and IFRS9 models for Mortgages and Consumer Lending, ensuring compliance with ECB/EBA guidelines and regulatory reviews.
You will oversee model validation, backtesting, xysqume and collaboration with Internal Validation, Audit and regulators, driving improvements and timely adoption of
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Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/8j3blp