Lead - Models Development Lead - Models Development …

McGregor Boyall
in Abu Dhabi, Abu Z aby, United Arab Emirates
Permanent, Full time, In-Office
Last application, 26 Jan 22
0
McGregor Boyall
in Abu Dhabi, Abu Z aby, United Arab Emirates
Permanent, Full time, In-Office
Last application, 26 Jan 22
0
Posted by:
Sarina Narayanan • Recruiter
Posted by:
Sarina Narayanan
Recruiter
One of the largest regional banks in the UAE is looking to hire to the position of Lead - Models Development in the Group Risk Management Department and will report in to the Head of Modeling.

Job - To develop, implement and maintain Retail and Wholesale Banking models, present and defend the use of these models towards the bank and the external stakeholders and expand credit risk management infrastructure in order to comply with Basel and UAE Central Bank (UAECB) requirements, minimise losses and preserve asset quality. 

Experience required - At least 10 years of experience in Basel modelling with practical experience implementing Basel II / III standards, experience in building Credit models, macroeconomic models and technical programming of statistical software.

Education - Master degree in quantitative techniques (Finance, Mathematics, statistics, Quantitative Methods, Actuarial Science or Financial Engineering) is preferred. 

Applied training in Statistical Analysis System (SAS), MatLab, Visual Basic (VB) or other statistical modelling software

Programming Languages (SAS, R, VB)

Database Management and Administration

Financial Statement Analysis (Magnetic Resonance Angiogram (MRA)/Medial Collateral Ligament(MCL), scorecard, portfolio ratings)

Financial Statement Review (MRA/MCL, scorecard, portfolio ratings)

Statistical and Predictive Analysis

Risk Evaluation and Management

Regulatory and Compliance Knowledge (UAECB and Basel)

Pls only email to snarayanan@mcgregor-boyall.com 

 

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