McGregor Boyall - Dubai - Responsibilities include: Validating all risk models of the Bank covering Retail & Wholesale. Validating the Economic Credit Risk Capital Framework; recommend approaches for Stress Testing and RAROC formulation to ensure the bank meets minimum regulatory capital standards under stressed scenarios Ensuring the ICAAP submission is challenged & validated. Providing advice to the business on key risk identifiers, credit infrastructure, data sampling processes for new products and improvements to Basel Risk Policy Framework to minimize losses, preserve asset quality and implement model policy Ensure annual submission, validation and revision of policies on ICAAP, Stress Testing and Basel / UAE Central Bank credit models in order to ensure policy accuracy We are looking for: At least 10 years’ experience in Basel modeling with practical experience implementing Basel II / III standards. Experience in building Credit models and technical programming of statistical software PhD in ...
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