15 Oct
|
ICRA Analytics
|
Mumbai
15 Oct
ICRA Analytics
Mumbai
Role Summary:
Drive the development, and continuous enhancement of our industry-leading ECL solution. Own the translation of Ind-AS 109 / IFRS 9 / RBI guidelines into scalable models and tools. Deliver best-in-class risk analytics, audit support, and client advisory. Interface across modelling, automation, implementation, and client engagement functions to ensure robust, future-ready solutions.
Key Responsibilities:
- Interpret regulatory standards; define and refine model logic (PD, LGD, EAD, stage allocation). Steer ECL tool roadmap, baseline templates, and logic flows.
- Lead forward-looking ECL model design (macro-overlays, lifetime PD/vintage curves). Oversee segmentation, calibration, validation, and documentation.
- Act as technical advisor during audits. Prepare audit responses, documentation,
and client walkthroughs.
- Author SOPs and best practices for data onboarding, assumption finalization, model setup, and results review. Develop client customization and rollout checklists.
- Support pre-sales with technical insights, proposal inputs, and scope definition.
- Supervise ECL computations, validate data quality, and finalise client s deliverables.
- Publish technical advisories, track global trends, and drive internal training and upskilling.
- Partner with Modelling, Automation, Implementation, and Client teams for seamless delivery.
nan
📌 ECL-SME Professional (Mumbai)
🏢 ICRA Analytics
📍 Mumbai