Navi - Manager/Senior Manager - Expected Credit Loss

- Define frameworks and own the calculation of Expected Credit Loss for the lending business

- Modelling of ECL for both unit economics projections as well as for balance sheet provisions

- Interface with different stakeholders - Regulators, Statutory Auditors, Internal Finance etc. to explain methodologies and queries, if any

- Automate the ECL calculations to avoid any operational errors due to manual interventions

- Recalibrate the ECL models in light of new events or changes in the portfolio mix/maturity

- Build models based on macro factors for overlays

- Stress test scenario planning and impacts on capital requirements

- Modelling of unexpected losses and reserve requirements thereof

- Highly analytical with good expertise in working with large datasets

- Well versed with different modelling techniques and its application to practical business scenarios

- Understanding of IFRS 9.0 and IND-AS requirements is a plus point

- Should possess good communication skills - both verbal and written

- Ability to manage cross stakeholder groups (external and internal) and should have the ability to think on the feet