IFRS9 and AIRB compliant credit risk models – PD, LGD and EAD. - Banking

Nair Systems is currently looking for Senior Officer - Model Risk for our UAE operations with the following terms & conditions.

Minimum Qualifications

• Masters in Economics or Statistics Minimum Experience:
• 5 years of experience in Risk & Financial services, Quantitative Modelling. Job-Specific Knowledge & Skills:
• Analytical – Excellent Analytical skills and attention to detail.
• Strong understanding of IFRS9 regulations with previous experience of managing end-to-end IFRS 9 impairment process including ECL calculation and reporting in a business as usual environment.
• Designing, development and implementation of IFRS9 and AIRB compliant credit risk models – PD, LGD and EAD.
• Experience in developing Application, Behavioural & Collections Scorecards and macroeconomic default models using Linear & Logistic Regression techniques, CHAID segmentation & Custer analysis.
• Monitoring and Validation of credit risk models in line with the Basel and other regulatory guidelines;
• Extraction and transformation of data from databases using SQL & BO Reports for analysis and reporting;
• Ability to understand and communicate clearly and effectively at all levels;
• Planning/Organizing and Control- Prioritizes and plans work activities, uses time efficiently.
• Programming skills in: SAS, Python, R, Excel with VBA, SQLTerms and conditionsJoining time frame: 30 DaysShould you be interested in this opportunity, please send your latest resume in MS Word format at the earliest at nishanthini.suda@nairsystems.com