Job Title

Job PurposeWe are looking for a proactive, analytical, and detail‑driven ECL & Loss Forecasting Analyst to join our team. The ideal candidate will bring hands‑on experience in IFRS 9 ECL provisioning & Loss Forecasting with a solid grounding in data analysis, statistical modelling, and financial risk reporting. The role involves deep analysis of vintage trends, roll rates, collections behaviour, and macro‑economic linkages to deliver accurate and actionable loss projections. The role requires strong technical proficiency in R, SQL, and Excel, along with the ability to interpret model outputs, identify trends, and communicate insights clearly to stakeholders. Candidates should demonstrate a passion for problem‑solving, an eagerness to learn, and the discipline to work within rigorous risk and control frameworks.Key responsibilitiesForecast credit losses at product, segment, and portfolio levels using: Vintage and Cohort Modelling, Roll-rate and Flow rate analysis, Markov chain, survival models, and statistical forecasting approachesDevelop ECL Framework basis INDAS including development of PD, LGD and EAD ModelsMonthly execution and monitoring of ECL Models Calculate key ECL metrics and performance indicators to monitor model behaviour and portfolio risk trends.Actual vs. Expected tracking with portfolio deep divesAnalyse the impact of underwriting changes, policy shifts, and macroeconomic factors on loss performanceMonitor model performance, stability, and recalibration triggersQualification & experience2 to 4 years of relevant experience in loss forecasting, credit risk modelling, portfolio analytics, or ECL modelling in an NBFC/BFSI environmentGraduate / Post-graduate degree in Engineering /Economics/Stats/ Maths or any equivalent Quantitative area.Essential skills Strong command of Excel, SQL, Python/R, and statistical modelling.Proficiency in forecasting methods: time series, GLM, survival analysis, Markov modelsKnowledge and exposure to ECL framework and workingsStrong Business Acumen with out of the box thinking Strong Strategic and Tactical communications SkillsAbility to work independently