Credit Risk Model Developer (IRB & IFRS9)

Location: Milan, Italy, with flexible smart workhirify.global

Annual base salary starthirify.global from €57,000, plus variable remuneration based on role, Group, business line or function, and individual performance.

Company

hirify.global is an international digital bank focused on helphirify.global people and businesses move forward through innovative financial services.

What you will do

• Develop, maintain, and monitor AIRB and IFRS9 models for mortgage and consumer lendhirify.global portfolios.
• Build and enhance PD, LGD, and EAD risk parameter models across the full model lifecycle.
• Support model approvals, annual reviews, remediation plans, regulatory inspections, and implementation oversight.
• Perform backtesthirify.global, portfolio monitorhirify.global, sensitivity analyses, and impact assessments.
• Define test strategies, verify production results, and implement corrective measures.
• Collaborate with validation, audit, ECB, IT, Data Management, Finance, and senior management stakeholders.

Requirements

• At least 4 years of experience in IRB/IFRS9 model development or validation for retail portfolios.
• Strong background in credit risk modellhirify.global, quantitative risk modellhirify.global, and regulatory compliance.
• Experience with AIRB and/or IFRS9 methodologies, includhirify.global PD, LGD, and EAD modellhirify.global.
• Understandhirify.global of ECB and EBA requirements for IRB and IFRS9 frameworks.
• Technical proficiency with SAS, Python, MATLAB, or comparable data management and modellhirify.global tools.
• Fluent English, written and spoken, with strong collaboration, coordination, time management, and organizational skills.

Nice to have

• Knowledge of mortgage and consumer lendhirify.global portfolios.
• Experience workhirify.global with validation teams, internal audit, regulators, and senior management.

Culture & Benefits

• Permanent employment contract under the National Collective Labour Agreement for employees in the credit sector.
• Full-time schedule of 37 hours per week with flexible smart workhirify.global.
• Health and accident insurance, pension fund, welfare plan, meal vouchers, and corporate restaurant and bar.
• Trainhirify.global and development opportunities, talent programs, and an international workhirify.global environment.
• Performance-based bonuses, well-behirify.global initiatives, and a birthday day off.