About the Company
EXL is seeking experienced IRB Credit Risk Modelers to support a leading UK bank’s IRB programme, focusing on the development and refinement of PD, LGD, and EAD models for mortgage and/or commercial portfolios in line with PRA requirements.
About the Role The role involves end-to-end model lifecycle delivery, including methodology design, data analysis, calibration, documentation, governance approval, performance monitoring, and regulatory submission support, while collaborating closely with client stakeholders across locations.
Responsibilities
- End-to-end model lifecycle delivery
- Methodology design
- Data analysis
- Calibration
- Documentation
- Governance approval
- Performance monitoring
- Regulatory submission support
- Collaboration with client stakeholders across locations
Qualifications
- At least 8 years of hands-on IRB modelling experience (PRA preferred, EBA acceptable)
- Bachelors
Required Skills
- Robust analytical and communication skills
- Ability to work independently in an evolving environment
- Proficiency in Python and/or SQL with sound coding practices
Preferred Skills
- Experience with PRA requirements
- Familiarity with EBA standards
📌 Senior Engagement Manager (India)
🏢 EXL
📍 India