| Job Location | United Arab Emirates |
| Education | Graduate |
| Salary | Not Mentioned |
| Industry | Accounts / Tax / CS / Audit / Finance |
| Functional Area | Not Mentioned |
On a day-to-day basis you will be responsible for:Provide independent audit assurance on Bank’s compliance with CBUAE Model Governance and Management Standards.Play a critical role in enhancing audit methodologies and procedures to better address model risk and related regulatory matters.Identify and assess potential model risks related to credit risk- IFRS9 models, market risk models and counterparty credit risk models.valuate model documentation based on various aspects including – model data and parameters, design and methodology, usage, assumptions, and implementation that may impact the accuracy and reliability of financial reporting.To be successful in this role, you will need the following skills and experience:Degree with specialization in a quantitative field such as mathematics, statistics, physics or computer science.Certification in Audit is desirable.8 years’ experience working within Model Risk or Model Development.Banking or Consulting experience (clients within Banking) is essential.Experience with statistical modeling using large and complex datasetsSound knowledge of the Basel III Accord, familiarity with Basel IV, or sound knowledge of SR 11-7 regulations or similar applicable laws and regulations.Strong proficiency in programming using Python, R, SAS and/or SQL.You will be redirected to the company website to apply for this position
Keyskills :
Model Risk statistical modeling Basel IV Python SAS SQL.
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