Senior Engagement Manager

About the Company 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 with stakeholders to ensure timely and effective delivery of high-quality models that meet business needs and regulatory expectations. Key responsibilities include: • Developing and refining credit risk models for mortgage and/or commercial portfolios in line with PRA requirements; • Collaborating with stakeholders to identify and prioritize model development and refinement initiatives; • Designing and implementing methodologies for data analysis, calibration, and performance monitoring; • Preparing and submitting regulatory reports and documentation; • Ensuring compliance with relevant regulations, standards, and best practices; • Providing expert-level support to the IRB programme team on credit risk modeling and related activities. About the Team The successful candidate will join a dynamic and experienced team of modelers who are passionate about delivering high-quality models that meet business needs and regulatory expectations.