Job description

The IFRS9 & ECL Reporting Officer in the Group Risk Management Department is responsible for running the Moodys IFRS9 RCO across multiple environments and contexts for different units and subsidiaries. The role includes maintaining, updating, and monitoring the Expected Credit Loss (ECL) framework, ensuring compliance with IFRS9 guidelines, Basel standards, and internal risk management policies. This position requires advanced knowledge of SQL and related database technologies, as well as statistical tools such as SAS, R, and Python. The officer will generate IFRS9 ECL provision results quarterly for both Group and Unit levels, validate RCO integration with other risk systems, prepare analytical ECL reports, and maintain internal standards, policies, and rules in line with regulatory changes. Responsibilities extend to supporting strategic initiatives including Risk MI Dashboard, Stress Testing, ICAAP, portfolio reporting, and automation of ECL computation, alongside reconciliation of P&L charges between Group Finance and Group Risk.