Manager - Risk Modelling
2 days ago
**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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