Team Member - Expected Credit Loss

Role : Senior Team Member Credit Risk Modelling Unit

ECL Model Development and Implementation :

• Build and maintain statistical models to calculate Expected Credit Losses across different loan portfolios based on factors like borrower credit history, macroeconomic indicators, and industry trends.
• Implement the ECL model within the Bank's system to automatically generate provisioning requirements.
• Regularly review and update the ECL model to reflect changing market conditions and portfolio dynamics.

Data Management and Analysis :

Regulatory Compliance :

Collaboration and Communication :

Required Skills and Qualifications :

Skills Required

Credit Risk Management, Statistical Modeling, Data Analysis, Sql