Senior Officer - Model Risk

Nair Systems is currently looking for Senior Officer - Model Risk for our UAE operations with the following terms & conditions.

Minimum Qualifications:

• Masters in Economics or Statistics

Minimum Experience:

• 5 years of experience in Risk & Financial services, Quantitative Modelling.

Job-Specific Knowledge & Skills:

• Analytical – Excellent Analytical skills and attention to detail.

• Strong understanding of IFRS9 regulations with previous experience of managing end-to-end IFRS 9 impairment process including ECL calculation and reporting in a business as usual environment.

• Designing, development and implementation of IFRS9 and AIRB compliant credit risk models – PD, LGD and EAD.

• Experience in developing Application, Behavioural & Collections Scorecards and macroeconomic default models using Linear & Logistic Regression techniques, CHAID segmentation & Custer analysis.

• Monitoring and Validation of credit risk models in line with the Basel and other regulatory guidelines;

• Extraction and transformation of data from databases using SQL & BO Reports for analysis and reporting;

• Ability to understand and communicate clearly and effectively at all levels;

• Planning/Organizing and Control- Prioritizes and plans work activities, uses time efficiently.

• Programming skills in: SAS, Python, R, Excel with VBA, SQL

Terms and conditions

Joining time frame: 30 Days

Should you be interested in this opportunity, please send your latest resume in MS Word format at the earliest at