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Senior Officer - Model Risk
Job Description & How to Apply Below
Nair Systems is currently looking for Senior Officer - Model Risk for our UAE operations with the following terms & conditions.
Minimum Qualifications:- Masters in Economics or Statistics
- 5 years of experience in Risk & Financial services, Quantitative Modelling.
Skills:
- Analytical – Excellent Analytical skills and attention to detail.
- Strong understanding of IFRS9 regulations with previous experience of managing end-to-end IFRS 9 impairment process including ECL calculation and reporting in a business as usual environment.
- Designing, development and implementation of IFRS9 and AIRB compliant credit risk models – PD, LGD and EAD.
- Experience in developing Application, Behavioural & Collections Scorecards and macroeconomic default models using Linear & Logistic Regression techniques, CHAID segmentation & Custer analysis.
- Monitoring and Validation of credit risk models in line with the Basel and other regulatory guidelines;
- Extraction and transformation of data from databases using SQL & BO Reports for analysis and reporting;
- Ability to understand and communicate clearly and effectively at all levels;
- Planning/Organizing and Control
- Prioritizes and plans work activities, uses time efficiently. - Programming skills in: SAS, Python, R, Excel with VBA, SQL
Position Requirements
10+ Years
work experience
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