Manager

Manager / Analyst - IFRS 9

Job Purpose:

We are seeking a detail-oriented and technically proficient IFRS 9 Analyst to play a critical role in the operational execution and monitoring of our Expected Credit Loss (ECL) framework. The successful candidate will be hands-on in running Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) models, managing the end-to-end ECL production cycle, and providing robust analytical support for financial reporting and credit risk management.

Key Responsibilities:

• Execute the monthly/quarterly ECL production cycle, ensuring all tasks are completed accurately and within strict deadlines.
• Operationally run and maintain the suite of IFRS 9 models (PD, LGD, EAD) for all relevant portfolios.
• Prepare and validate input data required for model runs, ensuring completeness, accuracy, and adherence to model definitions.
• Calculate and apply forward-looking macroeconomic adjustments (scenario weighting, overlays) to model outputs as per the approved methodology.
• Analyze significant movements in ECL provisions, explaining drivers such as portfolio growth, model updates, changes in macroeconomic forecasts, and credit quality changes.
• Prepare and distribute standardized and ad-hoc ECL reports for management, credit risk committees, and financial reporting teams.
• Implement and adhere to robust control frameworks to ensure the accuracy and auditability of the ECL calculation.
• Assist with internal and external audit requests, providing evidence and explanations for the ECL process.

Qualifications & Experience:

• Bachelor’s degree in finance, Accounting, Economics, Mathematics, Statistics, Actuaries, or a related quantitative field.
• 3-6 years of hands on experience in an IFRS 9 ECL reporting, credit risk analytics, executing PD, LGD, and EAD models within a banking or financial services environment.
• Advanced skills in Microsoft Excel; experience with VBA, Python, or R, is highly desirable.