Credit Risk Senior consultant

Credit Risk Modelling - Analyst/Senior Consultant

The Team

This position is an urgent requirement and will only be suitable for people with a notice period of 1 month or less, ideally being immediate joiners.

The business is building a center of excellence for Credit Risk Services globally and are looking for a number of technical specialists to join the new team working across model development of:

1. Credit risk models (IFRS 9 and IRB)
2. End to end credit risk process
3. Advising clients on the impact of changing requirements in provision accounting standards (IFRS9) and helping clients validate credit risk models

Please note: you must have experience working in the UAE to be eligible for this position.

Description of the Role:

• Technical review of model development documentation
• Technical review of model validation documentation
• Assessment of model performance
• Credit governance reviews
• Credit risk policy and procedure reviews

Experience:

Essential:

• Experience of credit risk modelling techniques (4-8 years)
• Knowledge of credit risk processes, governance and documentation
• Experience in all aspects of model development/validation
• Experience working in the GCC region

Expertise/Technical role requirements:

Essential:

• Understanding of key regulatory/accounting requirements (e.g. IFRS 9, Basel, CECL)
• Ability to understand and execute programming code including SAS, R, Python