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

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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.Robust 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