Analyst - Expected Credit Loss - NBFC
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ECL Analyst with a NBFC
JOB SUMMARY:
Responsible for monthly ECL calculation and data validation per Ind AS/IFRS9, ensuring accurate, timely financial reporting. Develops and validates quantitative ECL models, collaborating with Risk, Finance, and IT teams to maintain regulatory compliance. Leads audit coordination, stakeholder reporting, and automation efforts to enhance process efficiency and accuracy
QUALIFICATIONS:
- MBA in Finance or Masters degree in Economics or Statistics; (certification in IFRS modelling is a plus)
- Proficiency in ECL modelling techniques including PD, LGD, and EAD estimation.
- Strong analytical, problem-solving, and communication skills, with the ability to document complex methodologies clearly.
- Advanced skills in data analysis and manipulation using SQL, Excel, and BI tools; programming knowledge (Python, R) is a plus.
- Excellent understanding of regulatory requirements and audit processes related to credit risk and provisioning
TECHNICAL SKILLS:
- Expected Credit Loss (ECL) calculation and credit risk modelling (PD, LGD, EAD)
- Knowledge of accounting standards: Ind AS, IFRS.
- Model development and validation techniques, including scenario and sensitivity analysis.
- Data analysis and validation using SQL and advanced Excel (pivot tables etc.)
- Experience with statistical programming languages such as Python or R or any other to create Chaid model
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