Role Summary
We are seeking an Assistant Manager – Credit Risk ECL to support the development, validation, implementation, and monitoring of IFRS 9/Ind AS 109 Expected Credit Loss (ECL) models. The role involves working with large datasets, risk parameters (PD, LGD, EAD), model performance monitoring, and regulatory reporting.

Key Responsibilitie
sSupport development and enhancement of IFRS 9/Ind AS 109 ECL models
.Conduct ECL calculations and portfolio-level impairment assessments
.Analyze and monitor key risk parameters including PD, LGD, and EAD
.Perform model performance monitoring, back-testing, and sensitivity analysis
.Assist in model validation activities and remediation of validation findings
.Evaluate macroeconomic overlays and forward-looking adjustments
.Prepare risk analytics, management reports, and model documentation
.Coordinate with business, finance, audit, and regulatory stakeholders




.Support internal and external audits relating to ECL frameworks
.Ensure compliance with regulatory and accounting requirements

.
Preferred Qualificatio
nsCA / FRM / CFA / MBA (Finance) / Master's in Statistics, Economics, Mathematics, or related field
s.3–6 years of experience in Credit Risk, IFRS 9, ECL, Risk Analytics, or Model Validatio
n.Solid understanding of PD, LGD, EAD, and ECL methodologie
s.Exposure to SAS, SQL, Python, R, or similar analytical tool
s.Knowledge of banking products and credit risk management practice

s.
Key Ski
llsIFRS 9 / Ind AS
109Credit Risk Model
ingECL Methodol
ogyModel Validat
ionStatistical Analy
sisSAS / SQL / Pyt
honRisk Report
ingData Analyt

ics

📌 AM/Manager - Credit Risk ECL (Mumbai)
🏢 KPMG India
📍 Mumbai