Credit Risk Model Developer

Position: CREDIT RISK MODEL DEVELOPER
Location: Via Milano

Join to apply for the CREDIT RISK MODEL DEVELOPER role at Tailor&Fox
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, 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.

Seniority level
Associate

Employment type

Full-time
Job function
Analyst, Information Technology, and Finance
Industries
Banking, Financial Services, and Business Consulting and Services
Referrals increase your chances of interviewing at Tailor&Fox by 2x.
#J-18808-Ljbffr