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Opportunity Description
Job Purpose:
Develop Credit scorecards/Models, Probability of Default Models, Basel Models, Default Rate forecasting and IFRS 9 Models.
Functional Responsibilities:
- Develop IFRS 9 Models (PD, LGD & EAD)
- Develop macroeconomic PD models for all the credit products (Auto, Personal, Credit Cards, RAKFIN & Mortgage)
- Automate whole IFRS 9 modeling process for all the products using advanced SAS programming
- Validate stress testing models
- Re-develop and maintain IFRS 9 Models quarterly
- Calculate ECL numbers for all the products monthly
- Interact with finance team to improve/tune the IFRS 9 models
Skills
- Base SAS Programmer
- 4+ Years of Experience
- Credit Risk Experience
- IFRS 9 Experience Modelling
- Ability to work under high work pressure
Opportunity Details
Opportunity Division
Dubai, UAE
Opportunity Role
Risk Management
Job Department
Risk Management