Job Description

We are looking for experienced professionals with strong expertise in IRB (Internal Ratings-Based) Credit Risk Modeling to join our Risk Analytics team. The ideal candidate should have 510 years of total experience, including a minimum of 3 years in Credit Risk Modeling and at least 1 year of hands-on IRB model development/validation experience. Candidates should have strong programming skills in SAS and/or Python.

Key Responsibilities

- Develop, enhance, and maintain IRB (PD/LGD/EAD) models in line with Basel regulations.
- Perform credit risk model development, calibration, validation, monitoring, and performance analysis.
- Analyze large datasets to identify risk drivers and improve model performance.
- Prepare model documentation, technical reports, and regulatory submissions.
- Work closely with Model Validation, Risk, Business, and Regulatory teams.
- Support model governance, audit, and regulatory review activities.




- Automate model development and reporting using SAS/Python.

Mandatory Requirements

- 5–10 years of overall experience.
- Minimum 3 years of hands-on experience in Credit Risk Modeling.
- Minimum 1 year of experience in IRB Modeling (PD, LGD, EAD).
- Solid programming experience in SAS and/or Python.
- Good understanding of Basel II/III/IV regulations.
- Experience in statistical modeling techniques such as Logistic Regression, Scorecards, and Model Validation.
- Strong analytical, problem-solving, and communication skills.

Preferred Skills

- Experience with IFRS 9, Stress Testing, or CCAR is an added advantage.
- Knowledge of SQL, R, or data visualization tools is desirable.
- Experience working with global banking or financial institutions.

📌 IRB Modeler (Bengaluru)
🏢 Pylon Management Consulting
📍 Bengaluru