Credit Risk Modelling Specialist - Maia

Adecco Recruitment is seeking a Credit Risk Modeller to join an international client based in Maia. In this role, you will be responsible for developing and maintaining credit risk models across the full lifecycle, from acceptance to collection. Key duties include designing models for provisions and capital requirements, producing Basel risk indicators, and supporting JV/SF entities with modeling expertise. You will build and adjust statistical models for all SFS portfolios, ensuring compliance with regulatory standards (ECB, ACPR) and performance requirements. This includes developing IRB models for PD and LGD, IFRS9 models for PD, LGD, and EAD, behavioral models, and credit scoring models. Additional responsibilities involve documenting all modeling work, maintaining internal tools and macros, proposing methodological improvements, and ensuring consistency of risk indicators like default and loss rates. The ideal candidate holds a Bachelor's or Master's degree in Accounting, Finance, Economics, or Management. Strong SQL and Python skills are required, along with deep knowledge of credit risk, fluency in English, and advanced Excel proficiency.