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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

Location: Dhaka, Bangladesh
Job number: 3

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

You possess the following Qualifications

  • Prior work experience with Big 4 or MNCs in Bangladesh or elsewhere in the world
  • Bachelor’s or Master’s in Statistics, Mathematics, Economics, Finance, Data Science
    & Analytics, or a related field
  • 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

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

Please send your application to fsultana@deloitte.com by 02 September 2025.

Mention “Application for Analyst / Sr. Analyst (ECL Credit Risk Analysis) - SRT” as the subject of the email.

We are looking forward to hearing from you!

Nurul Faruk Hasan & Co is a Deloitte network entity in Bangladesh. Deloitte refers to one or more of Deloitte Touche Tohmatsu Limited, a UK private company limited by guarantee (“DTTL”), its network of member firms, and their related entities. DTTL and each of its member firms are legally separate and independent entities. DTTL (also referred to as “Deloitte Global”) does not provide services to clients. Please see www. deloitte.com/about for a more detailed description of DTTL and its member firms

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