Credit Risk Model Developer

Questa posizione è in ING

Il processo di selezione sarà interamente gestito ING.

--

**The Role**
You will join the Model Development Unit within the Retail Credit Risk area, contributing to the design, development, and enhancement of IFRS 9 impairment models for retail portfolios. Specifically, you will be part of the team responsible for estimating Expected Credit Losses (ECL), including PD, LGD, and EAD under forward-looking and accounting frameworks.
**Key Responsibilities**
* Develop and maintain IFRS 9 models, managing all project phases: initiation, data collection, model design, development, validation interaction, and audit/regulatory engagement when required.
* Design and calibrate point-in-time risk parameters and macroeconomic overlays, ensuring proper incorporation of forward-looking information and scenario-based approaches.
* Monitor model performance through backtesting, benchmarking, and sensi...