SAS Credit risk developer

You will join the Model Development Unit within the Retail Credit Risk area, contributing to the design and enhancement of risk models for retail portfolios. Specifically, you will be part of the team responsible for developing models for calculating risk parameters (PD, LGD, EAD) under both IRB and IFRS9 frameworks.Se i requisiti e l'esperienza richiesti per questo lavoro corrispondono alle sue competenze, la preghiamo di candidarsi tempestivamente.

Develop and maintain AIRB and IFRS9 models, managing all project phases: initiation, data collection, model development, validation interaction, and regulatory engagement (ECB when required).Monitor model performance through periodic backtesting and implement corrective actions when necessary.Define and execute action plans to address validation findings and regulatory feedback.Support implementation and production deployment, including test strategy definition, result verification, and corrective measures.Conduct ad-hoc qualitative and quantitative analyses, including impact assessments and sensitivity analyses for forecasting, new product introduction, pricing, and model changes.Perform portfolio monitoring with a focus on risk parameter evolution.Prepare reports for Senior Management on model performance and corrective actions.Act as a change agent, fostering awareness and adoption of advanced risk modeling practices.Technical proficiency in data management and modeling tools (SAS, Python, MATLAB, etc.).Excellent ability to interact with senior management, validation teams, and supervisory authorities.Strong collaboration skills with internal stakeholders (IT, Data Management, Finance, etc.).Fluent in English, both written and spoken.

Solid background in quantitative risk modeling and regulatory compliance.

You will be joining an international innovative digital bank, the first in Italy to adopt a fully flexible smart working model, and you will be working in a stimulating environment where you can grow both as an individual and as a professional.doyourthing is our brand direction with us each and every day. It is how we articulate our purpose and our promise to make banking frictionless to the world. 'do your thing' is about people being free to live the life they want to live, knowing that they will make their world a little better for it.Super flexible smart workingCompetitive base salaries and performance based bonusesDiverse cultures & Innovative mindsetsInternational EnvironmentCommitment to sustainabilityLots of training development opportunities to help you growLots of moments dedicated to physical and mental well-beingA special day off when it is your birthday: we call it #doyourbirthday!And of course we can't forget: free water & coffee at the office!

Our CommitmentDiversity is a fundamental element of our corporate culture, and we are fully committed to creating a safe and inclusive environment, based on mutual respect and the value of diversity, offering equal job opportunities to all qualified candidates.Apply only via official ING platforms: ING uses Workday as its internal recruitment system. Applications should be submitted only via our official career site.xrdbqlu If someone asks for this information, it's a scam.

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