ECL Analyst| Mumbai
MumbaiFull-time2–7 yrsPosted over a month ago
Mid-level finance role at Iaamcp in Mumbai. Needs 2+ years and a CA, CMA or CFA.
About the role
The role is responsible for the development, maintenance, monitoring, and enhancement of Expected Credit Loss (ECL) estimates and frameworks in compliance with regulatory requirements and accounting standards.
What you'll do
- Responsible for the development, maintenance, monitoring, and enhancement of Expected Credit Loss (ECL) estimates and frameworks in compliance with regulatory…
- Support estimation and validation of key risk parameters including Probability of Default (PD), Loss Given Default (LGD), Credit Conversion Factor (CCF)
- Perform ECL calculations under Ind AS 109 / IFRS 9
- Develop and monitor PD, LGD, EAD, and CCF models
- Conduct portfolio segmentation, risk grading, and migration analysis
What you need
- Ind AS
- IFRS
- Reporting
- Compliance
- Accounting
- Audit
Good to have
- CFA
- Statistics