Department Description:
Brief Description:
The prime responsibility of Manager Group Risk Modeling and Analytics
Develop stress testing models for the following purpose
Internal Stress Testingfor ICAAP
Regulatory As specified by CBUAE
Develop and assist in implementation of IFRS 9 compliant credit risk models
May work on Basel II compliant credit risk models This would include Application and Behavior scorecards PD EAD and LGD Models andor estimates
Liaise with IT business units Finance Treasury and capital management team for extraction of requisite data for model development
Liaise with internal clients ie product teams regulatory capital and economic capital teams policy teams validation and monitoring teams and higher management to ensure necessary approvals to the models their implementation and eventual use
Ensure modeling methods results and documentation comply with external guidance and rules as well as internal policies and standards and that all necessary governance is followed
Detailed Description:
Develop and deliver the stress testing models including internal and regulatory Stress testing
Develop IFRS 9 compliant models
Development of internal credit risk scorecards and PD EAD and LGD models and provisioning estimates for Retail portfolios of Emirates NBD
Use advanced modeling techniques to develop macroeconomic models
Project Management
Communicate with business on enhancement of credit risk measurement management
Job Requirements:
Excellent verbal and written communication abilities including presentations to all levels of the organization
Ability to articulate ideas and develop recommendations
Presentation skills sales skills
Additional Details:
Understanding of retail and corporate loans portfolio modelling Internal Rating Model Development PD EAD LGD Basel II IRB approach for Credit Risk IFRS 9 stress testing and regulatory reporting requirements CBUAEs banking regulations and international Stress Testing Frameworks able to handle macroeconomic time series data and sources able to Develop econometric models and understand methodologies that are used in this area Knowledge of IFRS 9 impairment testing norms experience of developing impairment testing models and market conventions around the same would be highly desirable
Qualifications
AS Mentioned in the JD Primary Location
: United Arab Emirates-Dubai-Dubai - Deira, Baniyas Road, Enbd Head OfficeJob
: Risk ManagementOrganization
: Central RiskSchedule
: RegularShift
: StandardJob Type
: Full-timeJob Posting
: Mar 29, 2022, 5:45:40 PM▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬
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