Description
Credit Risk Manager - Dubai - Leading Bank
My client is a bank situated in Dubai and they are looking for a Credit Risk Manager to join their expanding team to develop and implement credit risk models and systems that measure and monitor the credit risk in the lending portfolios of the Bank.Role:
- Implementation of internal rating systems for Corporate, SME, Retail SME and FI portfolio
- Develop internal rating models for Specialized Lending portfolio ie project finance, commercial real estate etc.
- Implement LGD and EAD framework set forth by Basel II under the foundation approach in systems, enhance systems, transition bank from existing judgmental ratings to internal ratings and align policies to incorporate internal ratings for use test requirements ie limit setting, pricing etc. LGD and EAD
- Prepare data collection templates, follow up to collect data from different sources, compute PIP and prepare BRC reports Develop and maintain Credit Risk Data Repository
- Maintain, monitor and validate internal rating models and systems Ideal Candidate: - Strong knowledge of Internal Rating Model Development and Validation, Basel II IRB approach for Credit Risk, Corporate Banking
- Experience in VBA, SQL, Maths & Statistics
- Strong Presentation and sales skills
- Bachelors Degree in Math, Statistics, Physics, Engineering
Key Words: Credit Risk Manager, Dubai, CVA, VBA, SQL
Start date: Immediately
Location: Dubai
Rate: Negotiable
Contract length: 6 months +
Skills: Credit Risk Manager, Dubai, Middle East, CVA, VBA, SQL
Contact: Frank Stephenson