CREDIT RISK MODEL DEVELOPER

About this job

Our client is a leading International company in the leasing sector. For the strengthening of its local structure, it has asked us to search for the following professional figure: CREDIT RISK MODEL DEVELOPER The Risk Model Developer will be responsible for assisting the manager in the design, development, and validation of IRB models (PD, LGD healthy and default) and IFRS 9 expected credit loss models and continuous enhancement of the IRB framework and strategy for the Italian entities. Main responsibilities: Develop and Maintain Credit Risk Models Perform Data Analysis Model Validation and Performance Monitoring Support Regulatory Reviews and Internal Audits Collaborate with Cross-Functional Teams Model Governance and Change Management Requirements: Master’s degree in Statistics,…

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