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IRB / IFRS 9 Credit Risk Modeller

IRB / IFRS 9 Credit Risk Modeller

Neofin AdvisoryPortugal, Portugal, Portugal
Há 6 dias
Descrição da vaga

Neofin Advisory is growing in Portugal! We’re looking for talented Credit Risk Modellers to help leading banks and financial institutions design, build, and validate IRB and IFRS 9 models that drive smarter lending decisions and regulatory compliance.

Based in Lisbon or Porto, you'll join a dynamic consultancy known for its deep expertise in credit risk, strong client partnerships, and practical, hands-on delivery.

What you'll do :

  • Develop and maintain IRB (PD, LGD, EAD) and IFRS 9 impairment models in line with regulatory expectations.
  • Work with banking clients to deliver high-quality modelling, validation, documentation, and implementation projects.
  • Analyse large datasets to uncover insights and support robust, data-driven model design.
  • Collaborate with risk teams, credit policy, and senior stakeholders to ensure models meet business needs and regulatory standards.
  • Support end-to-end model lifecycle including development, testing, governance, and audit readiness.

What we're looking for :

  • A degree in a STEM discipline (Mathematics, Statistics, Physics, Engineering, Computer Science, Economics).
  • Hands-on experience in credit risk modelling—ideally with exposure to IRB or IFRS 9 requirements.
  • Strong coding and data analysis skills in SAS, R, or Python.
  • Solid understanding of regulatory expectations around credit risk, model governance, and validation.
  • Excellent problem-solving abilities, communication skills, and attention to detail.
  • Fluency in English (Portuguese a plus).

    • Why Neofin Advisory?

  • Work on complex, high-impact projects for top-tier banks in Portugal and beyond.
  • Join a specialist risk consultancy with a reputation for excellence and practical delivery.
  • Collaborate with experienced credit risk experts who’ll support your development.
  • Enjoy a flexible, professional environment with hybrid working options in Lisbon or Porto.
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    Risk • Portugal, Portugal, Portugal