IRB Credit Risk Modeler – Wholesale & Mortgage Modeling

We are hiring experienced Credit Risk Modelers with strong expertise in IRB model development and UK/European regulatory frameworks to support critical global banking initiatives.

We are looking for hands-on experience in developing IRB models across wholesale or mortgage portfolios under UK PRA and/or ECB regulations. The role requires strong quantitative capability, regulatory understanding and exposure to PD, LGD and EAD model development.

Some of the key responsibilities will include:

• Develop and enhance IRB credit risk models including PD, LGD and EAD.
• Perform model calibration, backtesting and performance analysis.
• Support end-to-end model lifecycle management including governance and documentation.
• Collaborate with Risk, Credit and Business stakeholders on model implementation and regulatory compliance.
• Support Basel and IRB regulatory initiatives aligned to PRA/ECB exp...