AM/Manager - Credit Risk ECL

Role Summary

We are seeking an Assistant Manager – Credit Risk ECL to support the development, validation, implementation, and monitoring of IFRS 9/Ind AS 109 Expected Credit Loss (ECL) models. The role involves working with large datasets, risk parameters (PD, LGD, EAD), model performance monitoring, and regulatory reporting.

Key Responsibilitie

• sSupport development and enhancement of IFRS 9/Ind AS 109 ECL models
• .Conduct ECL calculations and portfolio-level impairment assessments
• .Analyze and monitor key risk parameters including PD, LGD, and EAD
• .Perform model performance monitoring, back-testing, and sensitivity analysis
• .Assist in model validation activities and remediation of validation findings
• .Evaluate macroeconomic overlays and forward-looking adjustments
• .Prepare risk analytics, management reports, and model documentation
• .Coordinate with business, finance, audit, and regulatory stakeholders
• .Support internal and external audits relating to ECL frameworks
• .Ensure compliance with regulatory and accounting requirements

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Preferred Qualificatio

• nsCA / FRM / CFA / MBA (Finance) / Master's in Statistics, Economics, Mathematics, or related field
• s.3–6 years of experience in Credit Risk, IFRS 9, ECL, Risk Analytics, or Model Validatio
• n.Strong understanding of PD, LGD, EAD, and ECL methodologie
• s.Exposure to SAS, SQL, Python, R, or similar analytical tool
• s.Knowledge of banking products and credit risk management practice

s.
Key Ski

• llsIFRS 9 / Ind AS
• 109Credit Risk Model
• ingECL Methodol
• ogyModel Validat
• ionStatistical Analy
• sisSAS / SQL / Pyt
• honRisk Report
• ingData Analyt

ics
Skills Required
Sql, model validation, Sas, Python