Contract Manager – Corporate Credit Risk Analystics

Dicetek LLC; Abu Dhabi; On-site; AED 350,000 - 650,000; Full time

Job summary

Dicetek LLC in the United Arab Emirates seeks an experienced quantitative professional to develop and refine corporate and SME rating models. The role involves IFRS 9 macro overlays, PD/LGD/EAD modelling, and portfolio stress testing. You will monitor models, ensure calibration and stability, and support deployment within CreditLens.

Strong SAS, R and SQL skills are required, with 5+ years in corporate credit risk modelling and a master’s degree in a quantitative field. FRM/PRM/CFA is a plus.

Qualifications

• Masters degree in a quantitative field with 5+ years in credit risk modelling.
• Experience in IFRS 9, Basel frameworks, rating systems and financial statement analysis required.
• FRM/PRM/CFA is a plus.

Responsibilities

• Develop and enhance corporate rating models and SME rating models.
• Design, calibrate and monitor PD, LGD, EAD and IFRS 9 macro overlay models.
• Perform model monitoring, discrimination, calibration and stability assessments.
• Conduct portfolio analytics and stress testing.
• Support implementation, testing and deployment within CreditLens.
• Automate model development and monitoring; maintain governance artefacts.

Skills

Corporate credit risk modelling

Financial statement analysis

PD

LGD

EAD

Macro Overlay model development

CreditLens data structures

SAS

R

SQL

Stakeholder management

Presentation skills

Education

Master's degree in Finance, Economics, Statistics, Engineering, Mathematics or related quantitative discipline

FRM/PRM/CFA qualification preferred

Tools

SAS

R

SQL

Job description

• Develop and enhance Corporate Rating Models
• SME Rating Models
• PD
• LGD and EAD models
• Design
• maintain and recalibrate IFRS 9 Macro Overlay models
• Develop and enhance fundamental-analysis-based models using financial statement variables
• cash flow metrics and qualitative risk factors
• Perform model monitoring
• discrimination
• calibration and stability assessments
• Conduct portfolio analytics and stress testing
• Support implementation
• testing and deployment activities within CreditLens
• Automate model development and monitoring activities and maintain model documentation and governance artefacts

Education & Experience

Masters degree in Finance, Economics, Statistics, Engineering, Mathematics or related quantitative discipline. Minimum 5 years of experience in corporate/non-retail credit risk modelling. Experience in IFRS 9, Basel frameworks, rating systems and financial statement analysis is required. FRM, PRM or CFA qualification preferred.

Technical Skills & Competencies

Strong knowledge of corporate credit risk modelling; expertise in financial statement analysis and fundamental-analysis-based rating methodologies; hands‑on experience in PD, LGD, EAD and Macro Overlay model development; good understanding of CreditLens data structure and risk data flows; proficiency in SAS, R and SQL; strong analytical, presentation and stakeholder management capabilities.