Credit Risk Manager Milano

Credit Risk Manager
Milano
Lombardia, Milano

We're looking for a skilled contractor to join a dynamic team and take on a high-impact role.

Here's what you'll be doing:Validate and analyze Loan Tape, Inventory Tape, and Recovery Rate data through spot checks and data exploitation. Conduct Credit File Reviews for SME debtors. Review and challenge IFRS 9 provisions, focusing on PD, LGD, EAD, and Significant Increase of Credit Risk (SICR) criteria. Develop and validate risk models for collateral haircuts, loss curves, PDs, and SICR thresholds. Use advanced techniques like data reconciliation, walk-through testing, and targeted interviews to ensure accuracy and compliance. What You Bring:Proven experience with IFRS 9 and IRB modelling databases. Strong expertise in PD, LGD, SICR, and collateral haircut modelling. Hands-on experience in data reconciliation with IT source systems. A detail-oriented mindset with excellent analytical and problem-solving skills. This is a contract role with the opportunity to work on cutting-edge projects and make a real impact.

If you're ready to take on a challenge and leverage your expertise in credit risk, we'd love to connect!