About the CompanyEXL is seeking experienced IRB Credit Risk Modelers to support a leading UK bank’s IRB programme, focusing on the development and refinement of PD, LGD, and EAD models for mortgage and/or commercial portfolios in line with PRA requirements.About the RoleThe role involves end-to-end model lifecycle delivery, including methodology design, data analysis, calibration, documentation, governance approval, performance monitoring, and regulatory submission support, while collaborating closely with client stakeholders across locations.ResponsibilitiesEnd-to-end model lifecycle deliveryMethodology designData analysisCalibrationDocumentationGovernance approvalPerformance monitoringRegulatory submission supportCollaboration with client stakeholders across locations QualificationsAt least 8 years of hands-on IRB modelling experience (PRA preferred, EBA acceptable)Bachelors Required SkillsStrong analytical and communication skillsAbility to work independently in an evolving environmentProficiency in Python and/or SQL with sound coding practicesPreferred SkillsExperience with PRA requirementsFamiliarity with EBA standards
Job Title
Senior Engagement Manager