Model Developer II

Descrizione del lavoro:

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Key Responsibilities
* Develop, redevelop, and recalibrate IRB credit risk models (PD, LGD, EAD).
* Perform annual monitoring exercises and periodic model reviews.
* Conduct data analysis to support model development, monitoring, and investigations.
* Prepare and maintain high-quality model documentation for internal governance, validation, and regulatory review.
* Address findings and recommendations from model validation, internal audit, and regulators.
* Support model implementation and changes, working closely with IT and data teams.
* Contribute to methodological discussions and continuous improvement of IRB modelling standards.
* Act as a subject matter expert for assigned models, portfolios, or methodological topics.
* Support team members and help them grow in their role.

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Required Skills & Experience
* Master's degree or PhD in a quantitative field (Econometrics, Statistics, Mathematics, Engineering, Physics, or similar).
* Experience in credit risk modelling within a banking or regulatory environment.
* Strong hands-on experience with IRB models (PD, LGD, EAD).
* Solid understanding of IRB regulatory frameworks and expectations.
* Familiarity with EBA / ECB guidelines and regulatory standards.
* Strong statistical and quantitative skills.
* Proficiency SQL, SAS, or similar modelling tools.
* Experience working with large, complex datasets.
* Ability to clearly explain technical topics to non-technical stakeholders.
* Strong ownership mindset and attention to detail.

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Nice to Have
* Experience with model validation or regulatory on-site inspections.
* Exposure to multi-portfolio IRB environments.
* Experience contributing to methodological or policy-driven changes.

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What We Offer
* A technically strong role in a core IRB regulatory modelling function.
* Exposure to senior risk stakeholders and regulatory interactions.
* A professional, technically focused working environment.
* Being part of an international, dynamic team