Senior Officer – Model Risk (UAE)
Nair Systems LLC · Qatar
Tailor my CV for this job — freeNair Systems is seeking an experienced Senior Officer – Model Risk for our UAE operations.Qualification:Master's degree in Economics or Statistics.Experience Required:Minimum 5 years of experience in Risk Management, Financial Services and Quantitative Modelling.Key Skills & Requirements:Strong understanding of IFRS 9 regulations and end-to-end IFRS 9 impairment processes, including ECL calculation and reporting.Expertise in designing, developing and implementing IFRS 9 and AIRB-compliant credit risk models (PD, LGD and EAD).Experience in developing Application, Behavioral and Collections Scorecards.Knowledge of macroeconomic default modelling using Linear and Logistic Regression, CHAID segmentation and Cluster Analysis.Experience in credit risk model monitoring and validation in accordance with Basel and regulatory guidelines.Proficiency in data extraction and transformation using SQL and BO Reports.Hands-on programming experience with SAS, Python, R, Excel VBA and SQL.Excellent analytical, communication and problem-solving skills.