NSi ME - Dubai - You will have the opportunity to work on a wide variety of models across the department's remit: models for calculating wholesale credit risk, retail credit risk, nontraded market risk, stress-testing, operational risk, IFRS9, CCAR, Treasury, Liquidity and financial forecasting. Team members are able to obtain a wide breadth of knowledge and exposure to different risk types and different model types. Responsibilities of the role include performing validations of existing and new models. IVU challenge the model through technical analysis and documentation reviews to determine if the model and the submission is sufficient to Bank's high quality standards. MAIN DUTIES AND RESPONSIBILITIES Engage with model owner and developers to communicate IVU expectations around the quality of model submissions. Perform technical analyses, benchmarking, build challenger models (if needed) to support the IVU review and challenge process for all new and existing risk models. Ensure accuracy and tran...
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