ECL Analyst| Mumbai

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

• 2–7 yrs of experience
• Ind AS
• IFRS
• Reporting
• Compliance
• Accounting
• Audit
• Chartered Accountant or CMA or CFA or MBA or B.Com

Good to have

• CFA
• Statistics