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.
Solid 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 setting, we’d love to connect!

📌 Senior Data Scientist Thane
🏢 ABC - Aditya Birla Housing Finance
📍 Thane