Senior Team Member - ECL Modelling - Credit Risk Modelling Unit (5-10 yrs)

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:

- Collect and cleanse loan data from various internal systems to ensure accuracy for ECL calculations.

- Perform data analysis to identify trends and patterns impacting credit risk.

- Develop data visualization tools to present insights on credit risk metrics to senior management.

Regulatory Compliance:

- Ensure adherence to regulatory guidelines regarding ECL calculation and provisioning as per Ind AS 109.

- Prepare necessary reports and documentation to support regulatory audits.