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 firstname.lastname@example.org