Description
The role develops, maintains, monitors, and enhances Expected Credit Loss (ECL) estimates and frameworks under Ind AS 109/IFRS 9. Responsibilities include modeling PD, LGD, CCF, and EAD; segmenting portfolios; analyzing defaults, recoveries, collateral, and provisioning trends; applying macroeconomic overlays; preparing ECL and risk reports; ensuring regulatory and internal compliance; supporting audits and model validation; and collaborating with Finance, Business, Recovery, Collections, Data, and IT teams. The role requires 2–7 years of experience and prefers a relevant bachelor's degree or professional qualification.
