Senior IRB Mortgage Modeller – Hybrid London

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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