Senior Credit Risk Modeler – IFRS9 & PD/LGD/EAD

Dicetek LLC; Abu Dhabi; Sur place; AED 350 000 - 650 000; Plein temps

Résumé du poste

Dicetek LLC in the United Arab Emirates seeks an experienced quantitative professional to develop and refine corporate and SME rating models. The role involves IFRS 9 macro overlays, PD/LGD/EAD modelling, and portfolio stress testing. You will monitor models, ensure calibration and stability, and support deployment within CreditLens.

Strong SAS, R and SQL skills are required, with 5+ years in corporate credit risk modelling and a master’s degree in a quantitative field. FRM/PRM/CFA is a plus.

Qualifications

• Masters degree in a quantitative field with 5+ years in credit risk modelling.
• Experience in IFRS 9, Basel frameworks, rating systems and financial statement analysis required.
• FRM/PRM/CFA is a plus.

Responsabilités

• Develop and enhance corporate rating models and SME rating models.
• Design, calibrate and monitor PD, LGD, EAD and IFRS 9 macro overlay models.
• Perform model monitoring, discrimination, calibration and stability assessments.
• Conduct portfolio analytics and stress testing.
• Support implementation, testing and deployment within CreditLens.
• Automate model development and monitoring; maintain governance artefacts.

Connaissances

Corporate credit risk modelling

Financial statement analysis

PD

LGD

EAD

Macro Overlay model development

CreditLens data structures

SAS

R

SQL

Stakeholder management

Presentation skills

Formation

Master's degree in Finance, Economics, Statistics, Engineering, Mathematics or related quantitative discipline

FRM/PRM/CFA qualification preferred

Outils

SAS

R

SQL

Description du poste

Dicetek LLC in the United Arab Emirates seeks an experienced quantitative professional to develop and refine corporate and SME rating models. The role involves IFRS 9 macro overlays, PD/LGD/EAD modelling, and portfolio stress testing. You will monitor models, ensure calibration and stability, and support deployment within CreditLens.

Strong SAS, R and SQL skills are required, with 5+ years in corporate credit risk modelling and a master’s degree in a quantitative field. FRM/PRM/CFA is a plus.