Credit Risk Model Developer

The Role You will join the Model Development Unit within the Retail Credit Risk area, contributing to the design, development, and enhancement of IFRS 9 impairment models for retail portfolios. Specifically, you will be part of the team responsible for estimating Expected Credit Losses (ECL), including PD, LGD, and EAD under forward-looking and accounting frameworks. Key Responsibilities • Develop and maintain IFRS 9 models, managing all project phases: initiation, data collection, model design…