Credit Risk Modeler - IRB Model Development

We are seeking a professional with hands-on experience in IRB (Internal Ratings-Based) Basel model development to support regulatory modeling initiatives.

Responsibilities:

• Hands-on involvement in IRB Basel model build activities.
• Development and validation support for PD (Probability of Default) and LGD (Loss Given Default) models.
• Application of Basel regulations and regulatory modeling standards.
• Documentation and support for regulatory submissions and audits.
• Collaboration with stakeholders to ensure compliance with Basel requirements.

Requirements:

• 3-4 years of relevant experience in IRB / Basel regulatory modeling.
• Strong exposure to PD and LGD model development.
• Solid understanding of Basel frameworks and regulatory expectations.
• Experience in risk modeling within banking or financial services preferred.

Skills

Basel, IRB, Internal Ratings-Based, LGD, PD