Credit Risk Role - IRB Modelling

Key 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 modelling standards.

- Documentation and support for regulatory submissions and audits.

- Collaboration with stakeholders to ensure compliance with Basel requirements.

Key Requirements:

- Experience in IRB - Basel regulatory modelling.

- Strong exposure to PD and LGD model development.

- Solid understanding of Basel frameworks and regulatory expectations.

- Experience in risk modelling within banking or financial services preferred.

Total Experience: 4 - 11 years