Credit Risk Specialist Regulatory

Job Description


Our client, an international retail bank, is looking for a:


Credit Risk Specialist Regulatory 


Key resposibilities

  • Collaborating in the development of new regulatory models (e.g. PD, LGD, IFRS9, etc)
  • Supporting IRB and IFRS9 models redevelopment, monitoring and validation activities and Standardized Parameters backtesting while entertaining a transparent and responsible dialogue with all different stakeholders involved
  • Supporting monitoring and validation activities of regulatory models
  • Supporting Standardized parameters backtesting activities (e.g. PD and LGD)
  • Managing relation with relevant stakeholders locally and in Head Office



  • University Degree in Finance/ Statistics/ Economics/ Engineering
  • Knowledge of SAS Base
  • At least 4-5 years’ experience in a similar role within financial players, focused on Retail Channel
  • Good knowledge ECB regulation framework, among others IFRS9, Definition of Default, NPL guidelines and  Basel 4
  • Fluent in English
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Beatrice Radaelli
+39 02 80 60 601