ECL Valuation & Credit Risk Audit Specialist, MENA

Ernst & Young Advisory Services Sdn Bhd; Dubai; On-site; AED 80,000 - 120,000; Full time

Benefits offered by this job

Competitive compensation package

Continuous learning opportunities

Diverse and inclusive culture

Job summary

Ernst & Young Advisory Services Sdn Bhd is looking for a Credit Risk Modelling Audit Specialist in Dubai. This role involves auditing credit risk models for leading financial institutions and requires strong technical expertise.

The ideal candidate will have at least 3 years of experience, a relevant postgraduate degree, and proficiency in programming. EY offers a competitive compensation package, continuous learning opportunities, and a diverse workplace.

Qualifications

• 3+ years of relevant experience in credit risk modelling or audit.
• 5+ years of experience for a managerial role.
• Experience with data extraction and model performance assessments.

Responsibilities

• Act as a technical specialist on credit risk models audit.
• Conduct reviews of model development and validation documentation.
• Perform substantive testing within IFRS 9 and credit risk modelling engagements.

Skills

Credit risk modelling experience

Knowledge of regulatory requirements (IFRS 9, CECL)

Hands-on in model development and validation

Proficiency in programming languages (SAS, R, Python)

Understanding of credit risk processes

Excellent communication skills

Project management skills

Analytical and problem-solving skills

Education

Postgraduate degree in Finance, Economics, Mathematics, or Statistics

Job description

Ernst & Young Advisory Services Sdn Bhd is looking for a Credit Risk Modelling Audit Specialist in Dubai. This role involves auditing credit risk models for leading financial institutions and requires strong technical expertise.

The ideal candidate will have at least 3 years of experience, a relevant postgraduate degree, and proficiency in programming. EY offers a competitive compensation package, continuous learning opportunities, and a diverse workplace.