Credit Risk Model Developer

23

Milan, Italy
Competitive base salaries; performance based bonus...
Hybrid
Irb and ifrs9 model development
Retail credit risk modeling
Pd lgd ead calculation expertise
You will join the Model Development Unit to design and enhance risk models for retail portfolios under IRB and IFRS9 frameworks

Job Summary

  • You will join the Model Development Unit to design and enhance risk models for retail portfolios under IRB and IFRS9 frameworks.
  • The role requires managing all project phases from initiation to regulatory engagement with authorities like the ECB.
  • ING offers a flexible smart working model, competitive salaries, and a commitment to diversity and sustainability.

Matching Summary

You will join the Model Development Unit to design and enhance risk models for retail portfolios under IRB and IFRS9 frameworks.

Salary

Competitive base salaries; Performance based bonuses; Not specified

Skills & Requirements

Must-have

  • IRB and IFRS9 model development
  • Retail credit risk modeling
  • PD LGD EAD calculation expertise
  • SAS Python or MATLAB proficiency
  • EBA CRR regulatory knowledge

Nice-to-have

  • Strong collaboration with validation teams
  • Experience with ECB regulatory engagement
  • Ability to foster advanced modeling practices

Key Requirements

  • 6/7+ years in IRB/IFRS9 model development
  • Solid background in quantitative risk modeling
  • Fluent English communication skills

Work Rights

Not specified

Tailored Resume

Cover Letter