Expected Credit loss

EY; Ernakulam; Hybrid; INR 1,200,000 - 1,800,000; Full time

Job summary

EY India in Kerala seeks a Senior or Assistant Manager to lead Expected Credit Losses (ECL) analyses for financial reporting under IFRS 9/13. You will review ECL reports, develop credit risk models, perform Monte Carlo simulations and PD/PFE/LGD/EAD assessments, and coordinate with audit teams.

The role requires 3–7 years in credit risk evaluation and professional qualifications such as CA/CFA/ACCA/CPA/CMA or MBA with strong academics.

Qualifications

• Minimum 3–7 years of experience in credit risk evaluation and ECL modelling for financial reporting under IFRS 9 & 13.
• Experience in Big-4 or Tier-1 audit/consulting/finance firms preferred.
• Hands-on experience with ECL review and regulatory disclosures.

Responsibilities

• Review and analyse ECL reports for reasonableness and IFRS compliance.
• Develop & maintain credit risk models: Monte Carlo, stress tests, PD/PFE/LGD/EAD.
• Collaborate with audit teams and external specialists during ECL reviews.
• Communicate findings and discuss ECL results with clients and teams.

Skills

ECL modelling

IFRS 9

IFRS 13

Credit risk evaluation

Monte Carlo simulation

Education

CA / CFA / ACCA / CPA / CMA / MBA or Masters in Finance

Job description

Job Role- Senior or Assistant Manager Expected Credit Losses

Location-Kerala

Experience -3-7 years

Skills Set-Valuation, ECL, Valuation,IFRS9, IFRS 13

Minimum 3 to 7 years of experience in credit risk evaluation with hands-on experience in performing Expected Credit Losses (ECL) modelling for financial reporting purposes in line with IFRS 9 & 13 accounting standards and worked within the credit risk/transaction advisory division of a Big-4 or Tier-1 audit/consulting/finance firm

Your key responsibilities

• Review and analyse clients Expected Credit Losses (ECL) reports to ensure reasonableness, financial instrument classification, regulatory disclosures and that they comply with the relevant IFRS accounting standards.
• Develop & maintain credit risk models of clients loan portfolio in terms of Monte Carlo simulation, stress testing & regression and evaluating credit exposures using PD/PFE, LGD & EAD.
• Collaborate with audit teams, EY audit clients and external specialists to identify and resolve any issues or discrepancies during the ECL reviews.
• Communicate effectively with clients, audit teams, and external valuation specialists to gather necessary information and discuss findings related to ECLs.

• Qualified CA / CFA / ACCA / CPA / CMA / MBA (preferably from a premier institute) or Masters degree in Business, Finance, or Accounting with a good academic background.