Assistant Manager for Risk Analytics

28 فبراير، 2023

0 0 2 دقائق

الوصف الوظيفي

Assistant Manager for Risk Analytics / Permanent / Dubai

A fantastic opportunity to join our client is going through an exciting digital transformation across the whole company and are seeking to bring on a Assistant Manager for Risk Analytics role

Role: Assistant Manager for Risk Analytics

Location: Dubai

Duration: Permanent

To be considered for this role it is essential to have the below experience:

· Experience in developing, implementing and monitoring risk models for PD,LGD,EAD as per IFRS9 and IRRB and Liquidity Risk models for ICAAP

· Experience in developing IRRB and Liquidity Risk models for ICAAP

· Ability to support and work closely with ERM for stress testing and ICAAP submissions

· Experience in performing model performance monitoring on a regular basis

· Ability to maintain and continue to upgrade the models based on regulatory feedback and on-going model performance monitoring

· Experience in managing a team of analysts or model developers to ensure that the team's work meets the highest standards of accuracy, timeliness, and quality

· Supporting the Head of the Unit in efficient delivery against requirements set forth by Management as well as external regulators

Experience in statistical model development, using tools such as SAS, Python & R.
Strong Knowledge of risk modelling regulations such as Basel, IFRS9 & MMSG regulations.

Do your skillsets meet the requirements for this role? Interested? Please reach out to me with your application

N.B: only candidates who are shortlisted for this role will be contacted

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