Credit Risk Model Manager

Description:

I am currently partnering with a Boutique Consulting firm with offices in Dubai on the search for a Credit Risk Modelling Manager to join their growing team!

This is a great opportunity to work on a variety of projects within the Credit Risk Model Validation and Model Development space.

Ideally, you will have the following experience

• Candidates with strong IRB background: hands-on experience in model development or validation, and a strong understanding of IRB approval process and existing regulations are a must.
• Regulatory expertise (PRA/EBA)
• Experience in programming languages and data structures such as SAS, Python, R, MATLAB, etc.
• Analytical skills and a quantitative background with an application to risk management in banking.
• Strong analytical skills and interest in quantitative topics
• Programming languages: SAS and others
• Experience in programming languages and data structures such as SAS, Python, R, MATLAB, etc.