Credit Risk ECL Manager

A Leading Domestic Bank & Financial Group is seeking a delivery-minded Credit Risk ECL Manager at the Manager or Senior Manager level to direct risk modeling and provisioning operations in Mumbai. In this strategic risk management role, you will take responsibility for developing, validating, and maintaining Expected Credit Loss (ECL) models aligned with RBI and IFRS accounting guidelines. Furthermore, you will build and monitor Early Warning Signal (EWS) frameworks to detect borrower distress and credit deterioration proactively. Consequently, this position is vital for managing credit quality and financial provisioning.

The Credit Risk ECL Manager must combine proven experience within Indian banks, NBFCs, or fintech credit monitoring departments with advanced financial modeling capabilities. Collaborating directly with finance, underwriting, and business headers, you will conduct portfolio stress testing, analyze repayment behavior, and deliver regulatory provisioning disclosures. Therefore, the organization is looking for a data-driven risk professional who utilizes Excel, SQL, and Python/R to drive risk decisions. If you want to steer landmark credit risk and ECL operations, this position is for you.

Key Responsibilities

• Develop, calibrate, validate, and maintain Expected Credit Loss (ECL) models in compliance with RBI and IFRS guidelines.
• Design, implement, and monitor robust Early Warning Signal (EWS) frameworks to identify potential borrower default risks early.
• Conduct portfolio-level credit risk assessments, macroeconomic stress testing, and forward-looking scenario modeling.
• Oversee ongoing credit monitoring operations, tracking borrower repayment behavior, covenants, and exposure trends.
• Ensure full compliance with regulatory provisioning guidelines, audit requirements, and statutory risk disclosures.
• Partner with cross-functional risk, finance, and business leadership to align credit risk strategies and reserve levels.
• Utilize advanced SQL, Excel, and Python/R analytics to extract data insights and automate risk monitoring reports.

Requirements and Qualifications

• Postgraduate degree in Finance, Economics, Statistics, Commerce, or a related quantitative discipline.
• 5+ Years of credit risk management experience within Indian Domestic Banks, NBFCs, or Fintech lending platforms.
• Deep functional expertise in ECL provisioning frameworks, credit monitoring, portfolio risk analysis, and EWS implementation.
• Strong proficiency in financial data analysis tools (advanced Excel, SQL; Python or R is preferred).
• Preferred credentials: FRM, CFA, or PRM certification; open notice period availability.