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Yes Bank Limited logo
Team Member - Expected Credit Loss Yes Bank Limited

4.0 - 10.0 years

20 - 24 Lacs

Navi Mumbai, Maharashtra, India

On-site

Role: Senior Team Member Credit Risk Modelling Unit ECL Model Development and Implementation: Build and maintain statistical models to calculate Expected Credit Losses across different loan portfolios based on factors like borrower credit history, macroeconomic indicators, and industry trends. Implement the ECL model within the Bank's system to automatically generate provisioning requirements. Regularly review and update the ECL model to reflect changing market conditions and portfolio dynamics. Data Management and Analysis: Collect and cleanse loan data from various internal systems to ensure accuracy for ECL calculations. Perform data analysis to identify trends and patterns impacting cred...

Posted 6 months ago

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