The Edge Partnership - The Edge in Asia
Website:
theedgepartnership.com
Job details:
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 expectations.
To be eligible for this role you will require:
- Minimum 5 years of experience working under UK PRA and/or European ECB regulations.
- Direct IRB model development experience is mandatory.
- Candidates with only governance, monitoring or validation experience will not be considered.
- Mortgage modeling candidates must have UK PRA exposure.
- Strong analytical and quantitative skills.
- Python/SQL knowledge is advantageous but not mandatory.
Please email your cv directly in word format to Chaitra@theedgepartnership.com
Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 7 business days, we regret to inform you that your application for this position was unsuccessful.
Click on Apply to know more.