Credit Risk Model Developer – AIRB & I
ING Italy is seeking a senior risk modeler to join the Model Development Unit within Retail Credit Risk in Milan. You will develop PD, LGD and EAD models under AIRB and IFRS9 for Mortgage and Consumer Lending portfolios, and contribute across the full model lifecycle.
You will ensure ECB/EBA compliance, support validations, backtesting and regulatory interactions, and participate in production deployment with IT and validation teams. The role requires strong collaboration and English proficiency.
You will ensure ECB/EBA compliance, support validations, backtesting and regulatory interactions, and participate in production deployment with IT and validation teams. The role requires strong collaboration and English proficiency.