Senior Model Risk Officer — IFRS9 & Credit Risk Expert

Nair Systems LLC; Sharjah; On-site; AED 300,000 - 450,000; Full time

Job summary

Nair Systems LLC is seeking a Senior Officer - Model Risk for its UAE operations. The candidate will contribute to the design, development, and validation of IFRS9 and AIRB compliant credit risk models, including PD, LGD, and EAD, and support end-to-end impairment processes in a dynamic financial services context.

The role requires strong SQL and analytics skills, experience with macroeconomic default modeling, and ability to communicate effectively across levels while managing data extraction

Qualifications

• Masters in Economics or Statistics.
• 5 years of experience in Risk & Financial services, Quantitative Modelling.
• Strong IFRS9 regulations understanding with end-to-end impairment process experience.
• 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.

Skills

Analytical

IFRS9 knowledge

Credit risk modeling

Education

Master's degree in Economics or Statistics

Tools

SAS

Python

R

Excel with VBA

SQL

BO Reports

Job description

Nair Systems LLC is seeking a Senior Officer - Model Risk for its UAE operations. The candidate will contribute to the design, development, and validation of IFRS9 and AIRB compliant credit risk models, including PD, LGD, and EAD, and support end-to-end impairment processes in a dynamic financial services context.

The role requires strong SQL and analytics skills, experience with macroeconomic default modeling, and ability to communicate effectively across levels while managing data extraction