Key Responsibilities

- Hands-on involvement in IRB Basel model development activities
- Develop and support validation of PD (Probability of Default) and LGD (Loss Given Default) models
- Apply Basel regulations and regulatory modelling standards in model development
- Support model documentation, regulatory submissions, and audit responses
- Perform model performance analysis, monitoring, and remediation activities
- Collaborate with internal stakeholders including Risk, Compliance, and Model Validation teams
- Ensure models meet internal governance standards and Basel IRB compliance requirements

Key Requirements

- 3-4 years of relevant experience in IRB / Basel regulatory modelling
- Strong hands-on exposure to PD and LGD model development
- Solid understanding of Basel frameworks and regulatory expectations Experience in risk modelling within Banking or Financial Services
- Robust analytical skills with attention to regulatory detail

📌 IRB Modleing (India)
🏢 Pylon Management Consulting
📍 India