Deputy Manager/Manager - IRB Modelling

Job Description:

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

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:

- 3-4 years of relevant 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.