ING Italia is seeking a skilled risk model developer to design, implement, and monitor AIRB and IFRS9 models for Retail Banking portfolios. You will develop PD, LGD and EAD models for Mortgage portfolios under AIRB, and IFRS9 models for Mortgages and Consumer Lending, ensuring compliance with ECB/EBA guidelines and regulatory reviews.
You will oversee model validation, backtesting, and collaboration with Internal Validation, Audit and regulators, driving improvements and timely adoption of
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📌 IRB & ICredit Risk Model Architect (Milano)
🏢 Altro
📍 Milano