Manager Risk Modelling
Job Description
Job Purpose Perform the validation, calibration and implementation of a suite of credit risk rating methodologies, models compliant with regulatory requirements that are compliant with both internal and external regulations. Key Responsibilities IFRS 9 model monitoring, validation and ensure that all models are validated and refined/ re-developed as per the governance framework Perform analysis on the analytical models used in stress testing and ICAAP to ensure the models are fit for purpose or not. Develop and maintain a model inventory and ensure the inventory is complete, accurate, and consistent with the model governance framework. Coordinate with other quantitative analysts within the Bank to ensure that rating models and solutions are consistent and in-line with the Bank practices Ensure accuracy and completeness of archived information and related documentation to allow independent third party review of the validation work performed. Education Bachelor's/Master's degree in Applied Math, Applied Statistics, Actuarial Sciences, Economics, Computer Science. Work Experience Minimum of 6 - 8 years of work experience in model development or model validation in the Banking industry. Job Types: Full-time, Permanent Ability to commute/relocate:
- Dubai: Reliably commute or planning to relocate before starting work (Required)
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Job Detail
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Job IdJD1454896
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IndustryNot mentioned
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Total Positions1
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Job Type:Full Time
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Salary:Not mentioned
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Employment StatusPermanent
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Job LocationDubai, United Arab Emirates
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EducationNot mentioned