Model Risk & IFRS9
VAM Systems Inc · Dubai
On-site · DubaiFull TimeSeniorFinance & Banking
Posted 6 hours ago6h agoApply link checked 2 hours ago
Why we think you can apply
- Employer country
- United Arab Emirates · Dubai
- Hiring model
- UAE-based role · the employer hires in the UAE
- Work from
- Dubai · on-site
- Time-zone overlap
- Gulf Standard Time · none needed
Posted 6 hours ago · apply link checked 2 hours ago
About the role
Responsibilities
- Design, develop and implement IFRS9 and AIRB compliant credit risk models (PD, LGD, EAD)
- Manage end-to-end IFRS 9 impairment process including ECL calculation and reporting
- Build risk data pipelines and ETL processes for PD, LGD and EAD models
- Monitor and validate credit risk models in line with Basel and regulatory guidelines
- Extract and transform data using SQL and BO reports for analysis
Requirements
- 5 years of experience in risk and financial services or quantitative modelling
- Strong understanding of IFRS9 regulations
- Experience with scorecards and macroeconomic default models
- Regression techniques, CHAID segmentation and cluster analysis
- Programming in SAS, Python, R, Excel with VBA and SQL
About the Company
- Joining time frame of 2 weeks (maximum 1 month)
What we look for
- 5 years of experience in risk and financial services or quantitative modelling
- Strong understanding of IFRS9 regulations
- Experience with scorecards and macroeconomic default models
- Regression techniques, CHAID segmentation and cluster analysis
- Programming in SAS, Python, R, Excel with VBA and SQL
PythonRisk ManagementSQLExcelRETLSASBaselIFRS9Regression
SponsorWake up to a shortlist, not a search results page.
NeverApply scores every new listing against your CV, salary floor and visa. A handful of real matches by morning.
Get your daily matchesSimilar jobsbased on title, category and scope
VAM Systems IncDubai
SponsorWake up to a shortlist, not a search results page.
NeverApply scores every new listing against your CV, salary floor and visa. A handful of real matches by morning.
Get your daily matchesModel Risk & IFRS9VAM Systems Inc · free account, 30 seconds