IRB Credit Risk Model Developer (Associate)

Tailor&Fox; Milano; In loco; EUR 40.000 - 60.000; Tempo pieno

Descrizione del lavoro

A leading international company in the leasing sector is seeking a CREDIT RISK MODEL DEVELOPER in Milan, Italy. This full-time position entails developing and maintaining credit risk models, performing data analysis, and supporting regulatory reviews. Candidates should have a Master’s degree in a quantitative field, at least 2–3 years of experience in developing IRB and IFRS 9 models, and proficiency in SAS and SQL. Strong statistical analysis skills and fluency in English are essential.

Competenze

• Minimum 2–3 years of experience in developing IRB and IFRS 9 models.
• Knowledge of validation techniques, backtesting, and benchmarking.

Mansioni

• Develop and maintain credit risk models.
• Perform data analysis and model validation.
• Support regulatory reviews and internal audits.
• Collaborate with cross-functional teams.
• Manage model governance and change.

Conoscenze

Credit Risk Modelling

Statistical Analysis

Programming & Tools (SAS, SQL)

Model Validation

Data Analysis

Fluent in English

Formazione

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

Strumenti

SAS

SQL

Descrizione del lavoro

A leading international company in the leasing sector is seeking a CREDIT RISK MODEL DEVELOPER in Milan, Italy. This full-time position entails developing and maintaining credit risk models, performing data analysis, and supporting regulatory reviews. Candidates should have a Master’s degree in a quantitative field, at least 2–3 years of experience in developing IRB and IFRS 9 models, and proficiency in SAS and SQL. Strong statistical analysis skills and fluency in English are essential.