Job details
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.
#J-18808-Ljbffr Consulting
Apply safely
To stay safe in your job search, information on common scams and to get free expert advice, we recommend that you visit SAFERjobs, a non-profit, joint industry and law enforcement organization working to combat job scams.
Hiring company
Confidential
Similiar Jobs that might interest you
Mud Engineer
Confidential... Summary: The Mud Engineer (HPHT Specialist) is responsible for ... years of experience as a Mud Engineer, with at least 3 ...
UAE 3 days ago
Job Opportunities for Middle East
Sofomation... : Lead Reservoir Engineer Bachelor's degree in Reservoir Engineering/Petroleum Engineering. Minimum 15 ...
UAE 3 days ago
Accounts Payable Accountant
NES Fircroft... the world's leading engineering staffing provider spanning ... our clients with the engineering and technical expertise they ...
UAE 3 days ago
Management Accountant
NES Fircroft... the world's leading engineering staffing provider spanning ... our clients with the engineering and technical expertise they ...
UAE 3 days ago
... pumping equipment. Mechanical Engineering Degree Engineering Drawings skills Engineering Drawing CAD (Computer-Aided ...
UAE 3 days ago
HWO Operator
NES Fircroft... the world's leading engineering staffing provider spanning ... our clients with the engineering and technical expertise they ...
UAE - Abu Dhabi 3 days ago
AUT Level 3
Oceaneering... global provider of engineered services and products, ... . • Degree in Mechanical Engineering (or equivalent) • Offshore ...
UAE - Abu Dhabi 3 days ago
Cost Engineer
NES Fircroft... the world's leading engineering staffing provider spanning ... our clients with the engineering and technical expertise they ...
UAE - Abu Dhabi 3 days ago
Lead Petroleum Engineer
Sofomation15 Years' Experience Conceptualize, design and execute "fit for purpose" stimulations for unlocking the potential of ...
UAE - Abu Dhabi 3 days ago
Jr Drilling Engineer
NES Fircroft... ⢠Position: Junior Drilling Engineer in Wells Operation Department ... Sunday) Job Role Drilling Engineers are responsible ...
UAE - Abu Dhabi 3 days ago
Supply Chain Specialist
NES Fircroft... the world's leading engineering staffing provider spanning ... our clients with the engineering and technical expertise they ...
UAE - Abu Dhabi 3 days ago
... the world's leading engineering staffing provider spanning ... our clients with the engineering and technical expertise they ...
UAE - Abu Dhabi 3 days ago
Sales and Billing Clerk
NES Fircroft... the world's leading engineering staffing provider spanning ... our clients with the engineering and technical expertise they ...
UAE - Abu Dhabi 3 days ago
Accounts Payable Clerk
NES Fircroft... the world's leading engineering staffing provider spanning ... our clients with the engineering and technical expertise they ...
UAE - Abu Dhabi 3 days ago
Sr Electrical Engineer
NES Fircroft... Engineer with minimum Batchelor's Degree in Electrical Engineering ... relevant to electrical engineering discipline. ...
UAE - Dubai 3 days ago
Project Engineer
NES Fircroft... Fircroft !!! Role: Project Engineer Location: Dubai Contract ... Computer or Software Engineering PMP Certified. ...
UAE - Dubai 3 days ago
... the world's leading engineering staffing provider spanning ... our clients with the engineering and technical expertise they ...
UAE - Abu Dhabi 3 days ago
... the world's leading engineering staffing provider spanning ... our clients with the engineering and technical expertise they ...
UAE - Abu Dhabi 3 days ago
Junior Procurement Engineer
NES Fircroft... . Position - Junior Procurement Engineer Location:. UAE. Job ... clients with the engineering and technical expertise ...
UAE - Abu Dhabi 3 days ago
Why are you reporting this job?
Job has expired Cannot view this pageAlternatively, you may click on the link below or copy/paste it into your browser.
https://en-ae.whatjobs.com/coopob__cpl___411_1729488__2112?utm_source=2112&utm_medium=feed&keyword=Model-Validation-Consultant&location=Dubai&geoID=3