About the role
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.