AVP - ECL Management & Loss Forecasting

Job OverviewLead and manage the team responsible for driving business success through effective ECL management and loss forecasting.Main Responsibilities:Develop, maintain, and manage all ECL models in compliance with IFRS 9 standards to ensure accurate financial reporting.Oversee the implementation of ECL models to guarantee proper calibration, validation,...

- Seeking an accomplished and experience personnel in risk management to drive credit risk modelling, regulatory compliance, portfolio analytics, and enterprise risk strategy for our NBFC. The ideal candidate to bring relevant experience in financial risk and offers deep expertise with Basel II/III, IFRS9, ICAAP, and credit analytics, with exposure across...

Job DescriptionThe role is within the Loss / Loan Loss Reserve Forecasting and Stress Testing team. This group is specifically tasked with calculating and managing the net credit loss and loan loss reserve forecast on a $90BN + portfolio and working with the Finance teams to build forecasts for credit losses and loan loss reserves under varying...

Capital Planning and Management is a division that (i) owns the enterprise-wide capital planning and management processes for Citigroup and its legal entities, and (ii) ensures integrity and efficiency of Citigroup and CBNA capital profiles, on both an actual and forecasted basis, across the capital continuum ranging from BAU through simulated stress...

Key Responsibilities Model Development & Enhancement o Develop and implement advanced quantitative models for assessing credit risk, including models for PD, LGD, and EAD. o Work with large datasets to develop models that estimate credit risk exposure, focusing on accuracy, robustness, and predictive power. o Design and refine models...

Key Responsibilities Model Development & Enhancement o Develop and implement advanced quantitative models for assessing credit risk, including models for PD, LGD, and EAD. o Work with large datasets to develop models that estimate credit risk exposure, focusing on accuracy, robustness, and predictive power. o Design and refine models...

Job DescriptionGrade M3/M4/M5Role Team Member - Credit Risk AnalystDepartment Risk ManagementReporting Relationship Team Lead - Credit RiskLocation MumbaiRole Requirements 1. Credit Risk Analytics and Modelling - Analyse, model, validate and document various measures of Credit Risk for use in Expected Credit Loss and Capital computations.- Hands-on...

About The Role   Kotak Mahindra Bank looking to hire Team Member-Credit RiskLocationBKC, Mumbai"¢ Credit Risk Analytics and Modelling Analyse, model, validate and document various measures of Credit Risk for use in Expected Credit Loss and Capital computations.- Hands-on experience in building, implementing, documenting, monitoring, validating, refining...

Key Role & ResponsibilitiesWe are seeking a seasoned Credit Risk Professional to lead our credit risk strategy and ensure effective governance of credit rating models, scorecards, and validation processes.Manage and enhance the Internal Ratings Framework, including internal model validation, IRB documentation, and computation of credit risk parameters such...

Key Job Responsibilities:Oversight of ECL computation, reporting, analytics and disclosures under IFRS 9 standards.Assistance in building, validating and implementing IFRS 9 ECL models for retail portfolios.Participation in credit risk assessment and expected credit loss (ECL) calculations.IFRS 9-related analytics, MIS and projections.Report creation...