Analyst / Senior Analyst - (ECL Credit Risk Analysis)

Job Description

Title: Analyst / Senior Analyst - (ECL Credit Risk Analysis)

Company Name: Nurul Faruk Hasan & Co

Vacancy: 3

Age: Na

Job Location: Dhaka

Salary: Negotiable

Experience:

• 1 to 2 years

• Bachelor of Science (BSc)

Bachelor’s or Master’s in Statistics, Mathematics, Economics, Finance, Data Science & Analytics, or a related field

• 1 to 2 years

• Prior work experience with Big 4 or MNCs in Bangladesh or elsewhere in the world

• Candidates must have with 1-2 years of work experience

• Strong analytical thinking and eagerness to learn

• Preferred: Candidates with 1-2 years of experience in credit risk management in banking sector

Deloitte drives progress. Our extensive service spectrum of auditing, tax consulting, financial advisory and business consulting enables us to help clients become leaders wherever they choose to compete. Deloitte invests in outstanding people of diverse talents and backgrounds and empowers them to achieve more than they could elsewhere. Our work combines advice with action and integrity. We believe that when our clients and society are stronger, so are we.

Deloitte Bangladesh is hiring early-career professionals to join our Strategy, Risk & Transactions team as an ECL Credit Risk Model Developer. This is a unique opportunity to work on IFRS 9-compliant Expected Credit Loss (ECL) models, with full training provided in statistical modeling, tools, and regulatory frameworks. If you have a solid foundation in data analytics or statistics and a passion for applying data to solve financial problems, we’ll help you grow into a skilled credit risk modeler.

Analyst / Senior Analyst - (ECL Credit Risk Analysis)

Strategy, Risk & Transactions and Audit & Assurance

Exciting tasks await you

• Assist in developing and validating Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) models.

• Support implementation of 12-month and lifetime ECL calculations using macroeconomic scenarios.

• Apply statistical and financial techniques to model credit risk across retail, corporate, and SME portfolios.

• Participate in model documentation, testing, and performance monitoring.

• Collaborate with cross-functional teams including finance, audit, and IT.

You possess the following core statistical & quantitative knowledge and skills

Statistical Techniques

• Probability Theory: Expectation, variance, distributions

• Regression Analysis: Logistic, linear, and beta regression

• Time Series Modeling: ARIMA, VAR, exponential smoothing

• Survival Analysis: Kaplan-Meier, Cox proportional hazards (for PD

• modeling)

• Monte Carlo Simulation: For scenario-based ECL estimation

• Bayesian Statistics: For uncertainty quantification and model robustness

• Hypothesis Testing: t-tests, chi-square, p-values

• Multivariate Analysis: Correlation, PCA

• Model Validation: ROC/AUC, KS statistic, calibration plots

• Quantitative Finance & Risk Modeling

• Stochastic Processes: Markov chains

• Discounting Techniques: Present value using effective interest rate

• Scenario Analysis & Stress Testing: Macroeconomic overlays and

• sensitivity analysis

• Mathematical Foundations

• Linear Algebra: Matrix operations for model calibration

• Numerical Methods: Root-finding, interpolation, integration

• Technical Skills (Preferred but Not Mandatory)

• Programming: Python, R, SAS, or MATLAB

• Data Handling: SQL, Pandas, NumPy

• Visualization: Matplotlib, ggplot2, Power

Training & professional development opportunity

• We offer opportunities to help build worldclass skills in addition to hands-on experience in the global, fast-changing business world.

• Structured training on:

• IFRS 9 and ECL modeling framework

• Credit risk modeling techniques

• Tools and platforms used in model development

• Mentorship from experienced professionals

• Long-term career development opportunities