Credit Risk Model Developer

Position: CREDIT RISK MODEL DEVELOPER
Join to apply for the  CREDIT RISK MODEL DEVELOPER  role at  Tailor&Fox

Our client is a leading international company in the leasing sector. For the strengthening of its local structure, it has asked us to search for the following professional figure:

CREDIT RISK MODEL DEVELOPER

The Risk Model Developer will be responsible for assisting the manager in the design, development, and validation of IRB models (PD, LGD healthy and default) and IFRS 9 expected credit loss models and continuous enhancement of the IRB framework and strategy for the Italian entities.

Main responsibilities

Develop and Maintain Credit Risk Models

Perform Data Analysis

Model Validation and Performance Monitoring

Support Regulatory Reviews and Internal Audits

Collaborate with Cross-Functional Teams

Model Governance and Change Management

Requirements

Master’s degree in Statistics, Mathematics, Economics, Engineering, or related quantitative disciplines.

Credit Risk Modelling:
Minimum 2–3 years of experience in developing experience with IRB (PD, LGD, EAD) and IFRS 9 models (junior).

Model Validation:
Knowledge of validation techniques, backtesting, and benchmarking.

Fluent in English (written, spoken, comprehension, and reading).

Statistical Analysis:
Strong foundation in statistical techniques and quantitative modeling.

Programming & Tools: SAS+SQL (data extraction, transformation, and querying).

Data Analysis:
Ability to work with large datasets and perform exploratory analysis.

Seniority level
Associate

Employment type

Full-time

Job function
Analyst, Information Technology, and Finance

Industries
Banking, Financial Services, and Business Consulting and Services

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