EXL is seeking a Senior IRB Credit Modeller (UK Mortgages) in London to lead the development and governance of mortgage credit risk models within a PRA Basel 3.1 framework. The role involves collaborating with Credit, Business and Risk teams, and delivering robust model governance in a hybrid London setting.
The candidate will refine IRB parameters (PD, LGD, EAD), manage the model lifecycle, calibrate and back-test, and drive adoption of advanced methodologies across portfolios.
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Senior IRB Mortgage Modeller – Hybrid London employer: Ex
EXL is an excellent employer that fosters a collaborative and innovative work culture, where data professionals can thrive in a hybrid environment in London. With a strong emphasis on employee growth, EXL offers opportunities for continuous learning and development in cutting-edge technologies like AI/ML and cloud platforms. The company values diversity and inclusion, ensuring that every team member contributes to impactful projects while enjoying a supportive atmosphere.
