Head of Enterprise Risk Management - Credit Modelling
- Highly Competitive Income Tax Free
- Dubai, United Arab Emirates Dubai Dubai AE
- Permanent, Full time
- McGregor Boyall
- 21 May 18 2018-05-21
Reporting into the CRO of this leading Middle East Financial Institution you will Head Enterprise Risk, managing a mid-sized team of risk professionals across financial & operational risk, analytics, regulations & standards.
- Strong academic background in Mathematics and or Statistics or similar.
- 12+ years related work experience
- Must have relevant demonstrable experience in banking/capital markets at a commercial bank.
- Must possess a well-developed credit risk modelling background across Wholesale banking.
- Must have deep technical knowledge and experience in developing and validating models across a broad spectrum of different modelling techniques (simple scorecards to Bayesian models).
- Experience of PD and LGD model development under Basel accord along with exposure to; Impairment modelling under IFRS 9, Regulatory Capital Model development and validation along with Stress testing and ICAAP model development.
- Familiar with market and interest rate risk and ALM.
- Experience at a regulatory or rating agency in credit risk management, risk rating systems, regulatory capital, and/or capital markets
- Able to consider professionals from an advisory background (Big 4 environments within Risk Advisory).
- Superb leadership capability actively in a leadership role now but possesses the deep technical Credit Risk modelling skills.
- Strong analytical & problem-solving skills able to work competently with large data sets.
- Effective written and oral communication skills