Experteer Overview In this role, you will contribute to designing and enhancing risk models for retail portfolios within ING's Model Development Unit. You will work on AIRB and IFRS9 models, from data collection to validation and regulatory engagement, shaping risk parameters and deployment. You will monitor performance, address findings, and collaborate with validation teams, IT, and business units to integrate models into processes. This position offers a dynamic, international environment with strong emphasis on innovation, flexibility, and professional growth. Retribuzione / Benefits Develop and maintain AIRB and IFRS9 models across project phases including data collection, development, validation interaction, and ECB engagement when required Monitor model performance via backtesting and implement corrective actions Define action plans to address validation findings and regulatory feedback Support implementation and production deployment with test strategy and result verification Collaborate with Internal Validation, Audit,



and supervisory authorities to ensure timely adoption of recommendations Conduct ad-hoc analyses (impact, sensitivity) for forecasting, new product introductions, pricing, and model changes Perform portfolio monitoring focusing on risk parameter evolution Prepare reports for Senior Management on model performance and corrective actions Promote knowledge sharing and integrate models into business processes; act as a change agent for advanced risk modeling practices Responsabilità Minimum 4 years of experience in IRB/IFRS9 model development or validation for retail portfolios Solid background in quantitative risk modeling and regulatory compliance Technical proficiency in data management and modeling tools (SAS, Python, MATLAB) Excellent ability to interact with senior management, validation teams, and supervisory authorities Strong collaboration skills with internal stakeholders (IT, Data Management, Finance) Proven team coordination, time man

📌 Credit risk model developer (Italia)
🏢 Experteer Italy
📍 Italia