We’re Hiring: ECL Model Developer (3 Years Experience)
We are looking for a skilled and driven ECL Model Developer to join our team and support our Credit Risk and Analytics function.
Role Overview
The ideal candidate will have hands-on experience in Expected Credit Loss (ECL) model development for retail lending portfolio.
Key Responsibilities
- Develop and validate ECL models in line with regulatory frameworks (IFRS 9 )
- Build and maintain Probability of Default (PD) and Loss Given Default (LGD) models
- Perform stress testing and scenario analysis for credit portfolios
- Work with large datasets to generate actionable insights
- Collaborate with cross-functional teams including Risk, Finance, and Business units
- Ensure model documentation, governance, and compliance standards are met
Required Skills & Experience:
- 3+ years of experience in ECL / credit risk modeling
- Strong expertise in PD, LGD modeling, and stress testing
- Proficiency in Python and/or R
- Solid understanding of retail lending products.
- Strong analytical and problem-solving skills
Educational Qualifications
- Master’s degree in Statistics, Mathematics, Economics, or a related quantitative field
Location: Thane and Goregaon.
Experience: 3+ Years
If you’re passionate about credit risk modeling and want to work in a energetic environment, we’d love to connect!
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