Manager – IFRS 9 Risk Data & Model Implementation

We are currently looking for a highly technical, data-driven professional with strong expertise in ETL pipeline development, credit risk data management, and IFRS9 model support. The incumbent will lead the design, implementation, and governance of end-to-end risk data pipelines, ensuring alignment with regulatory and modeling requirements. The role is responsible for ensuring the availability, accuracy, and traceability of data used in PD, LGD, and EAD models, including default tagging, post-default events, recovery tracking, and exposure computation.

Key Responsibilities

• ETL & Risk Data Engineering

  • Design, develop and maintain scalable ETL pipelines using SQL, Python, and SAS
  • Support datasets for default identification, post-default events, recovery, and exposure
  • Implement incremental and full-load strategies ensuring no duplication or leakage
  • Optimize SQL for large-scale distributed processing environments
  • Integrate data from core banking, collections, GSAM, and external sources

• IFRS9 & Credit Risk Data Management

  • Translate IFRS9 methodology into technical data pipelines
  • Support PD, LGD, EAD model data preparation
  • Implement staging (Stage 1/2/3), default, and curing logic
  • Handle recoveries, write-offs, restructures, and exposure calculations

• Model Implementation & Validation Support

  • Provide model-ready datasets for deployment
  • Support feature engineering, segmentation, and backtesting datasets
  • Perform reconciliation with developed/reference outputs and identify mismatches

• Data Quality & Governance

  • Develop DQ frameworks covering completeness, accuracy, and consistency
  • Perform root cause analysis on data issues
  • Ensure full data lineage and traceability

• Risk Technology & System Integration

  • Collaborate with IT for system integration and model deployment
  • Support risk system migration and upgrades
  • Perform testing for data migration and model accuracy

• Automation & Reporting

  • Automate regulatory and internal reporting processes
  • Prepare datasets for dashboards and regulatory submissions
  • Support reporting tools such as Power BI and BusinessObjects

Preferred Tools & Technologies

• SQL (Impala, Hive, Oracle)
• Python
• SAS
• Cloudera CDP
• Power BI
• SAP BO

Core Domain Expertise

• IFRS9
• Basel II/III
• PD/LGD/EAD modeling
• Credit risk data lifecycle

Terms and Conditions
Joining time frame: Immediate

Location
Dubai, United Arab Emirates