Credit Loss Manager

inDrive
Cyprus
Workplace: HybridFull timeEUR 70,700+ annuallyFunction: Banking, Lending & CreditExperience: 2+ yearsSkills: ["Analytical and quantitative skills","Collaboration"]

Own development, enhancement, and monitoring of credit risk models and impairment methodologies for ECL calculation. Ensure ECL reporting aligns with IFRS 9 and US GAAP requirements, build and validate PD/LGD/EAD models, and run back-testing, sensitivity analysis, and stress testing. Prepare regular risk and impairment reports for management, regulatory, and financial reporting, while collaborating with finance, risk, analytics, and regulatory teams to improve policies and automate risk reporting processes.

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FursaFursa
inDrive
inDrive
8 months ago

Credit Loss Manager

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Source: Company careers pageValidated by: Fursa AI
Last checked: 13 hours agoStatus: Live

Job Summary

Own development, enhancement, and monitoring of credit risk models and impairment methodologies for ECL calculation. Ensure ECL reporting aligns with IFRS 9 and US GAAP requirements, build and validate PD/LGD/EAD models, and run back-testing, sensitivity analysis, and stress testing. Prepare regular risk and impairment reports for management, regulatory, and financial reporting, while collaborating with finance, risk, analytics, and regulatory teams to improve policies and automate risk reporting processes.
Location: Cyprus
Workplace: Hybrid
Employment Type: Full time
Job Function: Banking, Lending & Credit
Seniority: Manager level

Key Responsibilities

  • •Calculate and monitor Expected Credit Losses (ECL) in accordance with IFRS 9 requirements.
  • •Support and enhance IFRS 9 impairment methodologies, models, and related documentation.
  • •Develop, validate, and monitor risk parameters including Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD).
  • •Perform back-testing, sensitivity analysis, and stress testing of credit risk models.
  • •Prepare regular risk and impairment reports for management, regulatory, and financial reporting purposes.

Pay and Benefits

Salary: EUR 70,700 annually

Key Requirements

  • •2+ years of experience in credit risk, IFRS 9, risk analytics, or financial risk management.
  • •Strong understanding of IFRS 9 impairment methodology and ECL calculation principles.
  • •Experience with PD, LGD, and EAD modeling approaches.
  • •Understanding of model validation, stress testing, and back-testing techniques.
  • •Advanced SQL skills and practical experience with Python, SAS, R, or similar analytical tools.
Experience:2+ yearsCredit riskIFRS 9Risk analyticsFinancial risk managementBanking
Skills:Analytical and quantitative skillsCollaboration
Tech Stack:SQLPythonSASR

Company Brief

inDrive
A ride-hailing and mobility platform that lets passengers and drivers negotiate fares directly in real time. It also offers intercity travel, courier, and delivery services in multiple countries.
Industry: Mobility Platforms
Company Size: Enterprise (1,001+ employees)
Growth: Scaleup
Headquarters: Mountain View, United States
Founded: 2013
WebsiteLinkedIn