CREDIT RISK MODEL DEVELOPER

Tailor&Fox Srl; Milano; In loco; EUR 55.000 - 75.000; Tempo pieno

Descrizione del lavoro

Tailor&Fox Srl in Milan seeks a Credit Risk Model Developer to design, develop and validate IRB and IFRS 9 models for Italian entities. The role focuses on continuing enhancement of the IRB framework and regulatory compliance.

Responsibilities include developing and maintaining credit risk models, conducting data analysis, model validation and monitoring, supporting regulatory reviews and audits, collaborating across functions, and ensuring governance and change management.

Competenze

• Master’s degree in Statistics, Mathematics, Economics, Engineering, or related quantitative disciplines.
• Credit risk modelling: 2–3 years in IRB, PD/LGD/EAD, IFRS 9 models (junior).
• Model validation: knowledge of validation techniques, backtesting, benchmarking.
• Fluent in English (written, spoken, comprehension, reading).
• Statistical analysis: strong foundation in statistical techniques and quantitative modeling.
• Programming & Tools: SAS+SQL (data extraction, transformation, querying).
• Data analysis: work with large datasets and perform exploratory analysis.

Mansioni

• 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

Conoscenze

Credit risk modelling

IRB models (PD, LGD, EAD)

IFRS 9 models

Statistical analysis

Data analysis

Formazione

Master’s degree in Statistics, Mathematics, Economics, Engineering, or related quantitative disciplines.

Strumenti

SAS

SQL

Descrizione del lavoro

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 beresponsible 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, Mathematics, Economics, Engineering, or related quantitative disciplines.
• Credit Risk Modelling: Minimum 2–3 years of experience in developing Experience with IRB (PD, LGD, EAD) and IFRS 9 models (junior).
• Model Validation: Knowledge of validation techniques, backtesting, and benchmarking
• Fluent in English (written, spoken, comprehension, and reading)
• Statistical Analysis: Strong foundation in statistical techniques and quantitative modeling
• Programming & Tools: SAS+SQL (data extraction, transformation, and querying)
• Data Analysis: Ability to work with large datasets and perform exploratory analysis

Workplace: Milan.