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
Strong 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
