Credit Risk Modeler

The Credit Risk Modeler will play a crucial role in the management and development of credit risk models for retail portfolios, ensuring compliance with internal and regulatory standards. The successful candidate will analyze large amounts of data and present findings through data visualization techniques.

Responsibilities

• Identify valuable data sources and automate data collection processes.
• Prepare data for modeling and undertake preprocessing of structured and unstructured data.
• Develop credit risk models for retail portfolios, including credit decisioning, PD, LGD, EAD, and IFRS9.
• Maintain and upgrade models based on feedback and performance monitoring.
• Ensure model accuracy, reliability, and compliance with regulatory requirements through monitoring and testing.
• Respond to ad-hoc portfolio analysis requests promptly.

Requirements

• Degree in Statistics, Mathematics, Economics, Banking, Engineering, or related areas.
• At least 5 years of hands-on credit risk modeling experience.
• Strong understanding of retail products, particularly in the credit card business.
• Experience in statistical model development, including machine learning, using tools such as SAS, Python, and R.
• Familiarity with risk modeling regulations such as Basel and IFRS9.

Location
Dubai, Dubai, United Arab Emirates.