Senior IFRS9 & Credit Risk Data Lead

SmartRecruiters, Inc.; Dubai; On-site; AED 300,000 - 540,000; Full time

Job summary

SmartRecruiters, Inc. seeks a technically proficient Risk Data Manager for its UAE operations focused on Model Risk & IFRS9. The role involves leading end-to-end data pipelines, IFRS9 impairment support, and governance to meet regulatory requirements for PD, LGD, and EAD models.

You will design and implement risk models, develop scorecards, and ensure data accuracy and traceability. A strong scripting background in SAS, Python, R, SQL is essential, with 5+ years of quantitative risk exp in

Qualifications

• 5+ years of experience in Risk & Financial services, Quantitative Modelling.
• Strong understanding of IFRS9 regulations with experience in end-to-end IFRS 9 impairment processes including ECL calculation.
• 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.
• Monitoring and Validation of credit risk models in line with Basel and other regulatory guidelines.
• Extraction and transformation of data from databases using SQL & BO Reports for analysis and reporting.
• Programming skills in SAS, Python, R, Excel with VBA, SQL.

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 & Cluster 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

Job description

SmartRecruiters, Inc. seeks a technically proficient Risk Data Manager for its UAE operations focused on Model Risk & IFRS9. The role involves leading end-to-end data pipelines, IFRS9 impairment support, and governance to meet regulatory requirements for PD, LGD, and EAD models.

You will design and implement risk models, develop scorecards, and ensure data accuracy and traceability. A strong scripting background in SAS, Python, R, SQL is essential, with 5+ years of quantitative risk exp in