Risk Manager-ECL Modelling

• Role: Full time
• Designation- Risk Manager ECL Modeling
• Number of years of experience expected: Minimum 5 years.
• Areas of experience preferred: PD LGD CCF TTC PIT ODR capital adequacy banking andcredit risk management practices Understanding of ECL methodologies with hands-on experience indevelopment/ implementation of PD LGD scorecards or rating models
• Educational qualification expected: CA (first attempt rank holders) / MBA / Masters in statisticseconomics (from tier one colleges)
• Preferable additional certifications: SQL Python or similar analytical tools
• Preferred geography of previous work experience: India / Middle East / APAC
• Language requirements: Ability to write and speak fluently in English.

Key responsibility areas:

This will be a long-term (minimum 1 year) staff augmentation i.e. loan staff deployment at one of our
leading banking clients wherein there are multiple projects ongoing.
Requirement of risk manager to support development validation implementation and monitoring of ECL
models. The role involves working with large datasets risk parameters (PD LGD CCF) model
development and validation and reporting. This role requires strong expertise in credit risk analytics
statistical modelling regulatory compliance and stakeholder management.
Support development and enhancement of ECL (IFRS 9) ECL models
Conduct ECL calculations and portfolio level assessments
Analyze portfolio trends credit behavior migration patterns monitor key risk parameters and impact
on ECL
Implement staging assessment methodologies macroeconomic overlays and forward-looking
adjustments
Perform model performance monitoring back testing and sensitivity analysis
Prepare dashboards and analytical reports for senior management and risk committees
Partner closely with finance business IT audit and regulatory stakeholders for smooth
implementation of ECL methodologies within the Bank
Support internal and external audit relating to ECL
Ensure compliance with regulatory and accounting requirements
Understanding of macro-economic variables and impact on ECL computation
Understanding of Basel regulations on capital computation
Proficiency in SQL Python or similar analytical tools
Knowledge of banking and credit risk management practices
Excellent communication and stakeholder management skills.

Key performance metrics:

Adherence to project delivery timelines
Adherence to the firms standards for processes and quality
Project profitability
Client feedback
Feedback from counselor and other team members
Other expectations:
An ownership attitude whose passion for solving issues and creating value grows from one
project to another.
Strong analytical and logical skills
Strong business writing and oral communication skills
Collaborative and partnership-oriented and ready to work as a team member.
Demonstrated ownership over deliverables and project engagement.
Ability to manage highly challenging and time-bound projects with a positive mindset.

Required Skills:

Credit Risk ManagementECL MethodologiesODRPITIFRS 9 / Ind AS 109Probability of DefaultModel Development & Validation