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Manpowergroup Services India
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Credit Risk Modelling Consultant | IFRS 9 / ECL / PD / LGD

Credit Risk Modelling Consultant | IFRS 9 / ECL / PD / LGD

Manpowergroup Services India

6 - 11 years

|

25 - 40 Lacs

Posted:8 hours ago| Platform:

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Skills Required

ifrs 9 credit risk python r sas pd/lgd/ead ecl modelling financial modelling

Work Mode

Work from Office

Job Type

Full Time

Job Description

Key Responsibilities

Lead end-to-end IFRS 9 / IndAS 109 model development and validation for PD, LGD, EAD.
Drive ECL computations and advise on provisioning methodologies.
Manage consulting engagements independently and coordinate with senior stakeholders.
Apply statistical techniques such as regression models, roll-rate analysis, Markov chains.
Collaborate across multi-functional teams and global geographies.
Mentor junior team members and lead hiring initiatives.
Participate in business development including RFPs and proposals.

Qualifications & Skills

Graduate/Postgraduate in relevant field; CA / FRM / Actuarial preferred.
Strong experience in IFRS 9, ECL, PD/LGD/EAD modelling.
Tools: MS Excel, VBA, Python, R, SAS.
Fluent in English (spoken and written).
Prior experience in India, APAC, Europe, or US markets is a plus.

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