IFRS 9 & Credit Risk Modelling Expert (Dubai)

applydubaijob.com; Dubai; On-site; AED 112,000 - 223,000; Full time

Benefits offered by this job

Strategic role

GCC exposure

Competitive pay

Job summary

Dautom in Dubai is recruiting a Senior Associate specializing in Credit Risk Modelling & IFRS 9 to support its risk management capabilities in the UAE.

You will lead end-to-end development of internal credit risk models, execute ECL calculations, assess SICR triggers, and contribute to portfolio stress testing and ICAAP/IRRBB analyses.

The role requires 5–8 years in banking or financial services, strong SQL/SAS/Python or R skills, and IFRS 9/Basel knowledge; FRM/CFA accreditation is a plus.

Qualifications

• Education: Bachelor’s Degree in Finance, Accounting, Economics, Mathematics, Statistics, or a quantitative domain.
• Professional Background: 5-8 years in risk management, advisory, or consulting within banking or financial services, GCC exposure preferred.
• Technical Frameworks: Strong programming and BI skills (SQL, SAS, Python/R), Power BI, advanced Excel modeling.
• Domain Mastery: IFRS 9, Basel III/IV, portfolio risk assessments, model validation.
• Credentials & Notice: FRM or CFA is a plus; immediate to 30-day onboarding preferred.

Responsibilities

• Lead end-to-end development, calibration, and validation of internal credit risk models.
• Execute ECL calculations, evaluate SICR triggers, and build PD/LGD/EAD parameters.
• Direct scenario analysis, portfolio stress testing, and ICAAP/IRRBB alignment.
• Compile regulatory risk reporting and ensure local central bank compliance.
• Analyze complex financial datasets to enhance risk governance and credit frameworks.
• Collaborate with leadership to present quantitative findings and risk recommendations.

Skills

Analytical thinking

Quantitative analysis

Statistics

Data interpretation

Portfolio risk assessment

Education

Bachelor’s Degree in Finance/Accounting/Economics/Mathematics/Statistics

Tools

SQL

SAS

Python

R

Power BI

Excel modeling

Job description

Dautom in Dubai is recruiting a Senior Associate specializing in Credit Risk Modelling & IFRS 9 to support its risk management capabilities in the UAE.

You will lead end-to-end development of internal credit risk models, execute ECL calculations, assess SICR triggers, and contribute to portfolio stress testing and ICAAP/IRRBB analyses.

The role requires 5–8 years in banking or financial services, strong SQL/SAS/Python or R skills, and IFRS 9/Basel knowledge; FRM/CFA accreditation is a plus.