Senior Engagement Manager

EXL; India; On-site; INR 1,200,000 - 1,800,000; Full time

Job summary

EXL is seeking experienced IRB Credit Risk Modelers to support a leading UK bank’s IRB programme, focusing on PD, LGD and EAD models for mortgage/commercial portfolios in line with PRA requirements.

You will drive end-to-end model lifecycle tasks—methodology design, data analysis, calibration, documentation, governance and regulatory submission support—collaborating with client stakeholders across locations.

Strong Python/SQL coding skills and clear communication are essential.

Qualifications

• At least 8 years of hands-on IRB modelling experience.
• Strong analytical and communication skills.
• Ability to work independently in an evolving environment.

Responsibilities

• Methodology design
• Data analysis
• Calibration
• Documentation
• Governance approval
• Performance monitoring
• Regulatory submission support
• Collaboration with client stakeholders across locations

Skills

Analytical skills

Communication skills

Tools

Python

SQL

Job description

EXL is seeking experienced IRB Credit Risk Modelers to support a leading UK bank’s IRB programme, focusing on the development and refinement of PD, LGD, and EAD models for mortgage and/or commercial portfolios in line with PRA requirements.

About the Role

The role involves end-to-end model lifecycle delivery, including methodology design, data analysis, calibration, documentation, governance approval, performance monitoring, and regulatory submission support, while collaborating closely with client stakeholders across locations.

Responsibilities

• Methodology design
• Data analysis
• Calibration
• Documentation
• Governance approval
• Performance monitoring
• Regulatory submission support
• Collaboration with client stakeholders across locations

Qualifications

• At least 8 years of hands-on IRB modelling experience (PRA preferred, EBA acceptable)

Required Skills

• Strong analytical and communication skills
• Ability to work independently in an evolving environment
• Proficiency in Python and/or SQL with sound coding practices