Join the Model Development Unit in Retail Credit Risk to design and monitor risk models for retail portfolios. You will work on AIRB and IFRS9 models for Mortgage and Consumer Lending, supporting regulatory interactions and model governance. The role spans the full model lifecycle—from development to production deployment and validation responses. You’ll collaborate with internal teams and regulators to ensure robust, compliant risk parameter modeling and impactful business decisions. This position offers a chance to shape risk practices in a digital, international bank with a strong focus on continuous learning.
- Flexible Lavoro da remoto
- Competitive base salary and performance-based bonuses
- Health insurance and accident insurance
- Pension fund and welfare plan
- Training and development opportunities
- Birthday day off (#doyourbirthday)
- Lead development, maintenance and monitoring of AIRB and IFRS9 models for Mortgage and Consumer Lending portfolios
- Develop PD, LGD and EAD models under AIRB; IFRS9 risk parameter models for Mortgages and Consumer Lending
- Ensure compliance with ECB, EBA and Group model risk management requirements; support approvals and regulatory inspections
- Monitor model performance via backtesting and implement corrective actions
- Define action plans to address validation findings and regulatory feedback
- Support implementation and production deployment including test strategy and result verification
- Collaborate with Internal Validation, Audit, ECB ensuring timely adoption of recommendations
- Perform ad-hoc analyses (impact, sensitivity) for forecasting, new products, and model changes
- Integrate models into business processes and promote knowledge sharing across the organization
- Act as change agent to promote advanced risk modeling practices
- Strong experience in credit risk modelling within banking environments
- Proven experience in AIRB and/or IFRS9 methodologies (PD, LGD, EAD)
- Good understanding xbvzest of ECB and EBA r
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