Model Validation Consultant - UAE Banking Organisation

دوام كامل في a Laimoon Verified Company في UAE

نُشرت يوم December 19, 2024

تفاصيل الوظيفة

This group assesses the integrity and suitability of the Model parameters including calibrated and unobservable parameters, performs implementation testing and highlights any model risks. This group is also responsible for determining an appropriate classification for Model Risk Rating. The outcome of the model reviews must be discussed and agreed upon with the Model Owners, who are mainly senior management within the CRO function. It is expected that you have worked in major banking organizations in large hubs such as the UK, US, Europe, Singapore, or Australia. Scope Of Models: Credit Risk Models: Across Banking credit scoring, PD models, IFRS9, LGD, and EAD models. Pillar II Risk Models across concentration risk, business, model risk, and balance sheet substantiation. Regulatory stress testing models across ICAAP and regulatory models. Role & Responsibilities: Review Risk models. Ensure that the model meets its stated objective and intended use. Ability to identify the Model Risks and rate them appropriately. Preparation of model review documentation. Risk methods. Ability to communicate with key stakeholders and senior management. Ability to work effectively on multiple projects across multiple business areas. The ideal applicant will have the following skills: Relevant experience within the Retail Credit industry/Wholesale Credit industry. Previous experience working as a Credit Risk modeller or validating credit risk models. Extensive experience conducting in-depth analysis. A degree in a numerate discipline (ideally including an MSc or PhD). Excellent written and communication skills. A track record of making complex business decisions with authority. Relevant product knowledge of wholesale and retail credit lending. Practical experience of retail and/or wholesale credit risk modelling techniques, especially IRB models. Experience with Stress Testing and Economic Capital models as well as model implementation systems would be desirable. This role requires you to be based on site 100% with the client in UAE. Visa is offered for those from other major hubs who wish to relocate or those in the UAE already.

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