Model Risk & IFRS9

Tanqeeb; Abu Dhabi; On-site; AED 120,000 - 220,000; Full time

Job summary

Tanqeeb is seeking a highly technical professional for Model Risk & IFRS9 in UAE operations. The role focuses on ETL pipeline design, credit risk data management and IFRS9 model support to ensure accuracy, traceability, and regulatory alignment across PD, LGD and EAD modelling.

Candidates should have 5+ years in Risk & Financial services with strong SQL, SAS, Python, R and Excel/VBA skills. Joining timeframe: 2 weeks to 1 month.

Qualifications

• Minimum 5 years in Risk & Financial services, quantitative modelling.

Responsibilities

• Design and govern end-to-end risk data pipelines for IFRS9.
• Develop and validate IFRS9 compliant models (PD, LGD, EAD).
• Build and maintain scorecards and macroeconomic default models.
• Extract/transform data with SQL for analysis and reporting.
• Monitor models per Basel and regulatory guidelines.

Skills

Analytical thinking

IFRS9 regulations

End-to-end IFRS9 impairment process

Credit risk modelling (PD LGD EAD)

SQL

SAS

Python

R

Excel (VBA)

Tools

BO Reports

Job description

Job description

We are currently looking for Model Risk & IFRS9 for our UAE operations

Role Purpose:

This role demands a highly technical, data-driven professional with strong expertise in ETL pipeline development, credit risk data management, and IFRS9 model support. The incumbent will lead the design, implementation, and governance of end-to-end risk data pipelines, ensuring alignment with regulatory and modelling requirements.

As part of the ERM – Risk Function, the Risk Data Management team plays a critical role in meeting CBUAE, IFRS9, and Basel II/III requirements. The role is responsible for ensuring availability, accuracy, and traceability of data used in PD, LGD, and EAD models, including default tagging, post-default events, recovery tracking, and exposure computation.

Minimum Experience: 5 years of experience in Risk & Financial services, Quantitative Modelling.

Key Responsibilities:

Analytical – Excellent Analytical skills and attention to detail.

Strong understanding of IFRS9 regulations with previous experience of managing end-to-end IFRS 9 impairment process including ECL calculation and reporting in a business as usual environment.

Designing, development and implementation of IFRS9 and AIRB compliant credit risk models – PD, LGD and EAD.

Experience in developing Application, Behavioural & Collections Scorecards and macroeconomic default models using Linear & Logistic Regression techniques, CHAID segmentation & Custer analysis.

Monitoring and Validation of credit risk models in line with the Basel and other regulatory guidelines;

Extraction and transformation of data from databases using SQL & BO Reports for analysis and reporting;

Ability to understand and communicate clearly and effectively at all levels; Planning/Organizing and Control- Prioritizes and plans work activities, uses time efficiently.

Programming skills in: SAS, Python, R, Excel with VBA, SQL

Terms and conditions

Joining time frame: 2 weeks (maximum 1 month)