Job Description
Overview
We are looking for an ECL Model Officer who will develop, enhance, and monitor Expected Credit Loss (ECL) models for Consumer and SME lending portfolios. The role combines quantitative analysis, credit risk understanding, and hands-on model development to support regulatory and internal risk management requirements.
Key Responsibilities
Develop and enhance ECL models for Consumer and SME products (e.g., PD, LGD, EAD and related model components).Perform data preparation, analysis, and feature engineering to support model development and refinement.Conduct back-testing, benchmarking, and model performance monitoring to track stability and predictive power.Prepare model documentation, including methodology, assumptions, limitations, and validation results.Support IFRS 9 / regulatory ECL exercises and stress testing-related analysis as ne...