Job description
Job Purpose Job Purpose Description ECL: Calculation: To calculate ECL for LC, MM, MEG, SEG, SCF, DIG SCF, CMG-Insti, CMG Retail, Digital, Unsecured, Mortgage.
Automation: To implement ECL Automation project using Python.
Build and maintain ECL model and documentation: Development of Probability of Default models used in the computation of ECL for ABFL (secured and unsecured) portfolios in accordance with Ind AS 109/IFRS 9 guidelines.
Design, develop, test and validate statistical models for th…
