Credit Risk Model Developer (IRB & IFRS9)
MILANonsitemid
Posted today · via Workday
About this role
Activities: You will join the Model Development Unit within the Retail Credit Risk area, contributing to the design and enhancement of risk models for retail portfolios. Specifically, you will be part of the team responsible for developing models for calculating risk parameters (PD, LGD, EAD) under both IRB and IFRS9 frameworks. You will play a key role in the development, maintenance and monitoring of regulatory and accounting risk models for Retail Banking portfolios. The role covers AIRB models (PD, LGD, EAD) for the Mortgage portfolio as well as IFRS9 models for both Mortgages and Consumer Lending portfolios.…
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reqspace match rubricFive dimensions, recruiter-grade. Upload your resume and we'll generate a written explanation of where you fit and where the gaps are.
1
Skills match
For this role: python, matlab, teams, workday
2
Level fit
This role is mid-level. We check your trajectory against it.
3
Domain experience
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4
Recency
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5
Location fit
This role is based in MILAN. We weight your proximity and willingness to relocate.
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pythonmatlabteamsworkday
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