Experteer Overview In this role you will contribute to the end-to-end development and validation of credit and ESG risk models to support ING's corporate lending activities. You will work with cross-functional teams and supervisory bodies to ensure robust, regulatorily compliant models. The position emphasizes collaboration, analytical problem-solving, and a strong focus on model governance and monitoring. You will help drive advanced modelling initiatives that impact risk strategy and oversight across the bank.
Retribuzione / Benefits Support the full model development lifecycle: methodology definition, data collection and analysis, development, calibration, documentation, and monitoring
Contribute to initiatives required by supervisory authorities or internal/external auditors
Coordinate and collaborate on testing, validation, and production release activities
Collaborate with front office, Risk Management, Model Risk Management, and auditors throughout the model lifecycle
Perform portfolio and deep-dives analyses to support both business-as-usual model usage and ad-hoc initiatives needing advanced model expertise
Responsabilità At least 4 years of experience in credit risk model development (AIRB, IFRS9) or ESG
Master's degree or PhD in relevant fields
Strong knowledge of Basel framework and IFRS9
Knowledge of ESG modeling topics (e.g., Double Materiality, ESG risk factors) is a plus
Experience with supervisory authorities (ECB/EBA) is valued
Extensive experience with data modelling and coding tools (Python, R, SAS) and familiarity with GenAI tools
Strong communication skills with Senior Management exposure
Excellent analytical and problem-solving capabilities; strong execution
Creative and innovative mindset; team player
Fluent in English
J-18808-Ljbffr
📌 Senior Model Developer (Italia)
🏢 Altro
📍 Italia