IRB Modeler - Risk Analytics

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We are looking for experienced professionals with strong expertise in IRB (Internal Ratings-Based) Credit Risk Modeling to join our Risk Analytics team. The ideal candidate should have 5-10 years of total experience, including a minimum of 3 years in Credit Risk Modeling and at least 1 year of hands-on IRB model development/validation experience. Candidates should have strong programming skills in SAS and/or Python.

Key Responsibilities:

• Develop, enhance, and maintain IRB (PD/LGD/EAD) models in line with Basel regulations.
• Perform credit risk model development, calibration, validation, monitoring, and performance analysis.
• Analyze large datasets to identify risk drivers and improve model performance.
• Prepare model documentation, technical reports, and regulatory submissions.
• Work closely with Model Validation, Risk, Business, and Regulatory teams.
• Support model governance, audit, and regulatory review activities.
• Automate model development and reporting using SAS/Python.

Mandatory Requirements:

• 5-10 years of overall experience.
• Minimum 3 years of hands-on experience in Credit Risk Modeling.
• Minimum 1 year of experience in IRB Modeling (PD, LGD, EAD).
• Strong programming experience in SAS and/or Python.
• Good understanding of Basel II/III/IV regulations.
• Experience in statistical modeling techniques such as Logistic Regression, Scorecards, and Model Validation.
• Strong analytical, problem-solving, and communication skills.

Preferred Skills:

• Experience with IFRS 9, Stress Testing, or CCAR is an added advantage.
• Knowledge of SQL, R, or data visualization tools is desirable.
• Experience working with global banking or financial institutions.