обновлено 12 дней назад
Risk Model Oversight Expert (Credit Risk)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Risk Model Oversight Expert (Credit Risk): Overseeing regulatory credit risk models including IRB and IFRS 9 with an accent on model changes and regulatory compliance. Focus on challenging model development teams, managing ECB interactions, and ensuring alignment with supervisory expectations.
Location: Milan (hybrid)
Company
An international innovative digital bank focused on empower people and businesses to realize their own vision for a better future.
What you will do
- Oversee Group-level changes to regulatory credit risk models and rat systems, act as both advisor and controller.
- Perform quality-assurance reviews of internal model investigations and on-site inspections.
- Manage interactions with the ECB and external auditors, includ coordination of supervisory submissions and Q&As.
- Support, advise, and challenge senior Risk Management and Model Development teams on IRB and IFRS 9 models.
- Represent the organization in regulatory discussions related to credit risk models.
Requirements
- Master’s degree in a relevant quantitative field.
- 6–12 years of experience in credit risk modell, supervision, or closely related fields.
- Hands-on expertise in IRB and IFRS 9 frameworks, policy implications, and regulatory context.
- Strong command of quantitative and statistical concepts relevant to credit risk models.
- Ability to communicate technical positions clearly and confidently to senior stakeholders and supervisory authorities.
- Must be based in or be able to work from Milan on a hybrid basis.
Culture & Benefits
- Super flexible smart work model.
- Competitive base salaries and performance-based bonuses.
- International environment with diverse cultures and innovative mindsets.
- Extensive train and development opportunities for professional growth.
- Focus on physical and mental well-be, includ a special day off for your birthday.
Будьте осторожны: если работодатель просит войти в их систему, используя iCloud/Google, прислать код/пароль, запустить код/ПО, не делайте этого - это мошенники. Обязательно жмите "Пожаловаться" или пишите в поддержку. Подробнее в гайде →