Manager WB and SME Modelling
Dubai United Arab Emirates
منذ 6 يوم
source : HireeJobsGulf

Department Description The purpose of Group Risk Management unit is to ensure sound risk management practices in the organization and meet regulatory requirements The unit has several deliverables that include Basel II compliance Central bank reporting IFRS 9 loss provisioning Internal ratings and embedding them in business processes AML compliance operational loss reporting risk reviews etc Brief Description The prime responsibility of Manager Group Risk Modeling and Analytics Develop stress testing models for the following purpose Internal Stress Testingfor ICAAP Regulatory As specified by CBUAE Develop and assist in implementation of IFRS 9 compliant credit risk models May work on Basel II compliant credit risk models This would include Application and Behavior scorecards PD EAD and LGD Models andor estimates Liaise with IT business units Finance Treasury and capital management team for extraction of requisite data for model development Liaise with internal clients ie product teams regulatory capital and economic capital teams policy teams validation and monitoring teams and higher management to ensure necessary approvals to the models their implementation and eventual use Ensure modeling methods results and documentation comply with external guidance and rules as well as internal policies and standards and that all necessary governance is followed Detailed Description Develop and deliver the stress testing models including internal and regulatory Stress testing Develop IFRS 9 compliant models Development of internal credit risk scorecards and PD EAD and LGD models and provisioning estimates for Retail portfolios of Emirates NBD Use advanced modeling techniques to develop macroeconomic models Project Management Communicate with business on enhancement of credit risk measurement management Job Requirements Excellent verbal and written communication abilities including presentations to all levels of the organization Ability to articulate ideas and develop recommendations Presentation skills sales skills Additional Details Understanding of retail and corporate loans portfolio modelling Internal Rating Model Development PD EAD LGD Basel II IRB approach for Credit Risk IFRS 9 stress testing and regulatory reporting requirements CBUAEs banking regulations and international Stress Testing Frameworks able to handle macroeconomic time series data and sources able to Develop econometric models and understand methodologies that are used in this area Knowledge of IFRS 9 impairment testing norms experience of developing impairment testing models and market conventions around the same would be highly desirable

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