8 дней назад
Risk Model Oversight Expert (Credit Risk Modelling)
Вакансия из Hirify Global, списка международных tech-компанийДля мэтча и отклика нужен Plus
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Risk Model Oversight Expert (Credit Risk Modelling): Overseeing regulatory credit risk model changes, IRB and IFRS 9 models, on-site inspections, and model investigations at Group level with an accent on model risk, statistical analysis, regulatory requirements, and supervisory engagement. Focus on challenging model methodologies, coordinating ECB and auditor interactions, and making defensible governance decisions across the full credit risk model lifecycle.
Location: Milan, Italy; hybrid
Company
is an international digital bank provid bank services with a focus on innovation, flexible work, sustainability, and inclusive career development.
What you will do
- Oversee Group-level changes to regulatory credit risk models and rat systems, act as advisor and controller.
- Conduct advisory and quality-assurance reviews of Internal Model Investigations and on-site inspections.
- Coordinate supervisory submissions, presentations, and responses to questions.
- Manage senior internal and external stakeholders throughout the credit risk model lifecycle.
- Represent in discussions with the ECB, external auditors, and other supervisory authorities.
Requirements
- Master’s degree and 6–12 years of experience in credit risk modell, supervision, or a closely related field.
- Hands-on expertise in credit risk modell, includ strong statistical knowledge and practical experience with IRB and IFRS 9 frameworks.
- Understand of the full regulatory credit risk model lifecycle and the ability to assess and manage model risk at Group level.
- Knowledge of capital requirements regulation, credit risk policies, and model risk frameworks.
- Strong quantitative judgement and the ability to critically assess statistical analyses from a supervisory and materiality perspective.
- Clear communication skills for engag with senior stakeholders, supervisory authorities, and external auditors.
Culture & Benefits
- Super-flexible smart work within a hybrid environment.
- Competitive base salary and performance-based bonuses.
- International environment with diverse cultures and innovative mindsets.
- Train and development opportunities.
- Physical and mental well-be initiatives.
- Birthday day off and office refreshments.
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