Senior Manager – Risk Analytics
Job Position: Senior Manager – Risk Analytics
Job Description: McGregor Boyall - Dubai - Responsibilities include: Corporate & Retail PD models development, validation and implementation. This includes rating models specific to the portfolio segment e.g. Large Corporate, Middle Market, Contracting, Small Business, Commercial Real Estate, Retail Scorecards etc. Periodic reporting to the Management on the performance of the model by creating standardized templates. Review/refine models based on actual experience and provide recommendations on the scorecards to improve the accuracy and predictive power of the model. Provide analytical support on the corporate portfolio. Implementation of model risk governance framework in the bank. Basel IRB Accreditation / IFRS 9 Models Validation Ensure that all IFRS9 and IRB models are validated every year. Ensure complete documentation and approval for all the models in use. Initiate Computation of Basel FIRB Capital requirement after incorporating the PD’s and LGD’s derived out of internal rating models & Scorecards. Documen... - Permanent - Full-time
(For complete job details, check from the link below.)
Apply here: http://ift.tt/2BrF53J
Note: This advertisement for Senior Manager – Risk Analytics maybe valid for one month from the date it was posted, so don't miss the chance and apply now!
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Job Description: McGregor Boyall - Dubai - Responsibilities include: Corporate & Retail PD models development, validation and implementation. This includes rating models specific to the portfolio segment e.g. Large Corporate, Middle Market, Contracting, Small Business, Commercial Real Estate, Retail Scorecards etc. Periodic reporting to the Management on the performance of the model by creating standardized templates. Review/refine models based on actual experience and provide recommendations on the scorecards to improve the accuracy and predictive power of the model. Provide analytical support on the corporate portfolio. Implementation of model risk governance framework in the bank. Basel IRB Accreditation / IFRS 9 Models Validation Ensure that all IFRS9 and IRB models are validated every year. Ensure complete documentation and approval for all the models in use. Initiate Computation of Basel FIRB Capital requirement after incorporating the PD’s and LGD’s derived out of internal rating models & Scorecards. Documen... - Permanent - Full-time
(For complete job details, check from the link below.)
Apply here: http://ift.tt/2BrF53J
Note: This advertisement for Senior Manager – Risk Analytics maybe valid for one month from the date it was posted, so don't miss the chance and apply now!
Be updated, subscribe to UAE Careers
Looking for place to live here in Dubai? check To Let Dubai
Looking for more Job vacancies? check Hiring UAE
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