ECL Credit Risk Audit Specialist – MENA

FP&A; Dubai; On-site; AED 180,000 - 300,000; Full time

Benefits offered by this job

Continuous learning

Transformative leadership

Diverse and inclusive culture

Success as defined by you

Job summary

EY is seeking a Credit Risk Modelling Audit Specialist to join the Assurance ECL Valuation team in the UAE. You will audit credit risk models (IFRS 9) for MENA clients, applying technical expertise to deliver high-quality assurance across banking institutions.

Key responsibilities include reviewing model development, governance, and validation, and performing substantive testing. You will stay current with IFRS 9 requirements and mentor junior staff as needed.

Qualifications

• Postgraduate degree in Finance Economics Mathematics Statistics or a related field.
• 3 years of relevant experience in credit risk modelling or audit.
• 5 years of relevant experience for managerial role.

Responsibilities

• Act as a technical specialist on the external audit of credit risk models (IFRS 9).
• Conduct technical reviews of model development and validation documentation.
• Review end-to-end credit risk processes including governance policies and procedures.
• Perform substantive testing and technical analysis for IFRS 9 and credit risk modelling engagements.
• Support banking risk-related issues across regional and national propositions.
• Stay updated on IFRS 9 changes and validate or build credit risk measurement models.

Skills

Credit risk modelling

IFRS 9 CECL

Model development & validation

Programming: SAS

Programming: R

Programming: Python

Governance & documentation

Education

Postgraduate degree in Finance/Economics/Math/Statistics or related

Tools

SAS

R

Python

Job description

EY is seeking a Credit Risk Modelling Audit Specialist to join the Assurance ECL Valuation team in the UAE. You will audit credit risk models (IFRS 9) for MENA clients, applying technical expertise to deliver high-quality assurance across banking institutions.

Key responsibilities include reviewing model development, governance, and validation, and performing substantive testing. You will stay current with IFRS 9 requirements and mentor junior staff as needed.