BFF Banking Group Specialist, Credit Risk Modelling Send

Your Responsibilities

• Construction, maintenance, and development of IFRS 9 and application credit risk models for BFF Group subsidiaries across different countries.
• Conducting analyses and simulations related to model maintenance and development.
• Monitoring model performance, including backtesting and benchmarking activities.
• Collaborating with model users and the validation unit on further model development and enhancement.
• Contributing to project planning activities.
• Verifying model implementation within the bank's systems and processes.
• Preparing model documentation.

Our Requirements

• At least 1 year of experience in one or more of the following areas:
  • Credit risk model development, monitoring, or validation.
  • Database management.
  • Data modelling.
  • Data preparation and data quality control.
• Good command of English, enabling effective communication and the understanding of regulatory and industry-related materials.
• Practical knowledge of statistical and analytical tools such as SAS, Python, and SQL, including data processing and quantitative/qualitative data analysis.
• Solid understanding of statistical inference and econometric methods, such as:
  • Decision trees.
  • Survival analysis.
  • Other risk modelling and predictive analytics techniques.

What We Offer

• A stable start: A 3-month fully paid internship with a genuine opportunity to extend the collaboration afterward.
• International exposure: Daily work in a global and multicultural environment.
• Practical use of foreign languages: The opportunity to use and further develop your language skills in English and Italian.
• Feedback culture: Support from experienced team members, collaborative relationships, and a positive working atmosphere.