Senior Manager – Credit Risk Modelling (IFRS 9 / Basel)

Parikshak.ai

0 years

5 - 25 Lacs

gāndhīnagar

Posted:1 week ago| Platform: GlassDoor logo

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Skills Required

risk ifrs design compliance measurement management model development documentation audit governance data analytics analyze portfolio testing finance statistics mathematics coding sas sql python excel

Work Mode

On-site

Job Type

Full Time

Job Description

To design, develop, and maintain credit risk, impairment (IFRS 9) , and capital models (BASEL) in compliance with IFRS 9 and Basel regulatory frameworks. The role ensures accurate measurement of expected credit losses, capital adequacy, and supports strategic risk management decisions.

Key Responsibilities

Model Development & Validation
Build and validate IFRS 9 ECL models and Basel capital models using advanced statistical techniques. Key point on model documentation and the ability to deal audit queries.
Regulatory Compliance
Ensure adherence to IFRS 9, Basel II/III, SARB ( and other African countries) guidelines, and internal governance standards.
Data Analytics & Reporting
Analyze portfolio trends, impairment drivers, and capital requirements; produce regulatory and management reports.
Stakeholder Engagement
Communicate complex modelling outputs to senior management, auditors, and regulators.
Model Risk Management
Maintain documentation, perform back-testing, and manage model risk across the lifecycle.

Requirements

Qualifications

Education: Degree in Quantitative Finance, Statistics, Mathematics, or related field; postgraduate qualification preferred.

Experience:
Strong knowledge of impairment modelling and governance
Working knowledge of capital adequacy and RWA
Independently develop and validate models
Advanced coding and data manipulation
Interpret portfolio trends and impairment drivers
Ensure models meet regulatory standards
Explain technical outputs to business stakeholders
Mentor junior analysts
Technical Tools: SAS, SQL, Python; advanced Excel and data visualisation tools (powerBI).

Job Type: Full-time

Pay: ₹522,024.51 - ₹2,542,001.43 per year

Work Location: In person

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