Senior Manager - Credit Portfolio Management
Tamara
- Dubai
- Permanent
- Full-time
- Responsible for identification, measurement, assessment, management and reporting of credit risk
- Development and oversight of PD, LGD, EAD and ECL models for IFRS9
- Ensure monthly risk-portfolio report is prepared and scenario analysis & stress tests are done on a regular basis in order to assess the impact of unexpected market conditions
- Significant interaction with a wide range of senior bank and risk management colleagues, as well as external stakeholders such as regulators/auditors
- Ensure the model outputs are fit for purposes not only for regulatory capital and ECL estimates but also for daily business usage, underwriting decisions, risk appetite decisions and strategy design
- Proactively identify emerging risks and assist the business process owners with resolving control gaps and issues and help to create quality corrective action plans, including understanding root cause of the issue
- Perform data analysis to monitor and track data quality and completeness of data
- Bachelors in statistics, finance, data science or strategy management
- Experienced 5+ yrs of experience in credit risk management
- Must Have: ECL modeling experience, strong communication skills
- Credit risk model development and validation of application and behavioral models
- Subject matter expert in the development and implementation of IFRS 9 ECL models