Model Risk & IFRS9

Nair Systems is looking for a Model Risk and IFRS 9 professional for its operations in the United Arab Emirates, supporting the Enterprise Risk Management Risk Function. The role involves assessing and analysing credit risk models, including models built for IFRS 9 impairment and expected credit loss, and using tools such as SQL, SAS, Python, R and Excel VBA. The position also involves reviewing and challenging models to confirm they meet the requirements of the Central Bank of the UAE, along with the relevant Basel II and Basel III guidance. Candidates who can join quickly are preferred, with a joining period of up to one month.

Model Risk and IFRS 9 role in Dubai with Nair Systems, covering credit risk model validation, IFRS 9 impairment and expected credit loss, and CBUAE and Basel requirements.

• At least five years of experience in Risk and Financial services
• experience in credit risk model validation and model governance
• strong knowledge of IFRS 9 impairment and expected credit loss, and of PD, LGD and EAD
• strong technical skills in SQL, SAS, Python, R and Excel VBA
• and the ability to join within two weeks, and no later than one month.

• Reference Number: GJ-584