The role is responsible for the development, maintenance, monitoring, and enhancement of Expected Credit Loss (ECL) estimates and frameworks in compliance with regulatory requirements and accounting standards. The incumbent will support estimation and validation of key risk parameters including Probability of Default (PD), Loss Given Default (LGD), Credit Conversion Factor (CCF), and Exposure at Default (EAD), while ensuring accuracy in ECL computation, portfolio monitoring, and management reporting.
Responsibilities- Perform ECL calculations under Ind AS 109 / IFRS 9.
- Develop and monitor PD, LGD, EAD, and CCF models.
- Conduct portfolio segmentation, risk grading, and migration analysis.
- Analyze defaults, recoveries, collateral performance, and provisioning trends.
- Implement macroeconomic overlays and management adjustments.
- Prepare ECL, staging, provisioning, and risk reports.
- Ensure compliance with RBI, Ind AS 109, and internal policies.
- Support audits, model validation, and regulatory reviews.
- Maintain model documentation and methodology records.
- Collaborate with Finance, Business, Recovery, Collections, Data, and IT teams.
Experience: 2 to 7 years
Qualifications: Bachelor's Degree in Finance, Statistics, Mathematics, Economics, Accounting, or related discipline/Professional qualifications such as CA, CFA, FRM, PRM, ICWA, MBA (Finance), PGDBM, or equivalent preferred.
Skills Required
- 2 to 7 years of relevant experience
- Bachelor’s degree in Finance, Statistics, Mathematics, Economics, Accounting, or a related discipline
- Professional qualification such as CA, CFA, FRM, PRM, ICWA, MBA Finance, PGDBM, or equivalent
What We Do
CSB is a full service bank established in 1920 and headquartered in Thrissur, Kerala. CSB has over 703 branches covering not just the district headquarters and large towns but also semi-urban and rural centers. Thanks to its unique origin and history, CSB is considered a household banking brand in Kerala. CSB offers Retail, Wholesale and SME Banking services through its footprint of over 703 branches across the country serving over 2 million customers.
