Corporate Credit Risk Modelling Specialist بعقد في أبوظبي

وصف الوظيفة

Job Title: Corporate Credit Risk Modelling Specialist Location: Abu Dhabi Duration: 9 Months (Contract) We are seeking an experienced Corporate Credit Risk Modelling Specialist to join our team in Abu Dhabi. This role offers an exciting opportunity to develop and enhance corporate and SME credit risk models and collaborate with various stakeholders to ensure compliance and accuracy in credit risk assessments. Key Responsibilities: * Develop, enhance, and maintain corporate and SME credit rating models, including PD, LGD, and EAD. * Design and implement IFRS 9 macroeconomic overlay models for forward-looking economic assessments. * Conduct model monitoring and performance assessments, including calibration and predictive analysis. * Automate model development and reporting activities using relevant analytical tools. * Collaborate effectively with tech teams for accurate integration of credit risk models. * Prepare comprehensive model documentation and management reports on credit risk trends. Qualifications & Skills: * Minimum 5 years of hands-on experience in corporate credit risk modelling. * Strong expertise in IFRS 9 methodologies and Basel frameworks. * Master's degree in Finance, Economics, Statistics, Engineering, or a related field. * Proficiency in SAS, R, and SQL for model development and data analysis. * Exposure to CreditLens, including data structures and model implementation processes. 📩 If you’re interested, please apply in the link with your updated CV at https://lnkd.in/eRQKbhaA

المهام والمسؤوليات

• Develop, enhance, and maintain corporate and SME credit rating models, including PD, LGD, and EAD.
• Design and implement IFRS 9 macroeconomic overlay models for forward-looking economic assessments.
• Conduct model monitoring and performance assessments, including calibration and predictive analysis.
• Automate model development and reporting activities using relevant analytical tools.
• Collaborate effectively with tech teams for accurate integration of credit risk models.
• Prepare comprehensive model documentation and management reports on credit risk trends.

المتطلبات

• Minimum 5 years of hands-on experience in corporate credit risk modelling.
• Strong expertise in IFRS 9 methodologies and Basel frameworks.
• Master's degree in Finance, Economics, Statistics, Engineering, or a related field.
• Proficiency in SAS, R, and SQL for model development and data analysis.
• Exposure to CreditLens, including data structures and model implementation processes.

التعليقات

لا توجد تعليقات منشورة حتى الآن.