IRB Modeling ANalyst

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
• Strong analytical skills with attention to regulatory detai