IRB Modleing
Pylon Management Consulting · Remote · hybrid · Posted 49d ago
About a minute. You'll make an account on the way through.
About this role
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 detail
Sourced from naukri
Skills
About Pylon Management Consulting
Pylon Management Consulting
Recruitment
175
employees
Bangalore
India
About
About Pylon Management Consulting
Founded in 2004, in its 19th Year of operation, PYLON is the India's leading Talent Search Company founded and led by people from the premier colleges like IIT Delhi, IIT Mumbai, and PEC Chandigarh. We are an 100+ people strong company with offices in Gurgaon, Bangalore, Mumbai and Kolkata. We specialize in sourcing, assessing and placing exceptional talent that fits our client's culture and business strategy. We have developed an enviable reputation for excellent service within the industry. We act as a gateway to provide talent acquisition and management services to our customers. We provide Talent Search and Recruitment Services to a variety of industries and functions.
Industry Focus: IT - Software & Hardware, KPO, e-commerce, Banking Financial Services and Insurance (BFSI), KPO, Management Consulting, FMCG/CD, Investment Banking, Hospitality, Telecom, Infrastructure.
Functional Focus: Information Technology- All functions, Finance/Accounts, Sales/Marketing, Human Resource (HR), Operations, Auditing, Legal/Compliance, Data Analytics/Statistical Modeling/Statistician, Market Research, Purchase/Supply Chain management, KPO operations etc.
We are a young team of hardworking and dedicated professionals always committed to serve our customers with passion, zeal and enthusiasm.
Industries
Employee ratings
49 reviews
Culture
3.5
Career growth
3.3
Work-life
3.8
Employees rate it well for
Find them on