AVP- Model Risk Management Governance

2 months ago


Abu Dhabi, United Arab Emirates FAB Islamic Full time

KEY ACCOUNTABILITIES:This role would consist in working closely with internal teams to execute activities leading to fulfillment of related to the Model Risk Management policies and procedures. The primary responsibilities, among other things, would be to:• Aggregate model risk assessment, model risk exposure profile versus appetite and reporting across the organization;• Management of aggregate model Inventory• Produce timely model risk dashbaords• Update to the MRM Policy and of any relevant guidelines and documentation.• Planned review of model artifacts: Challenge modelling documentation independent from Validation in context of MRM policy• Annual review of model risk policies and procedures, in between amendments as requiredTracking of Model risk committee action items


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