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Risk Modelling Manager
- Based in Riyadh
- Basel II and Credit knowledge
About Our Client
Large local bank
The Risk Modelling Manager will have the following responsibilities:
- Oversee and validate all of the bank's risk Models for estimation of Basel II Risk Parameter Estimates as per the bank Model Development Standards.
- Ensuring compliance of commercial Basel II Models in production
- Ensuring that the Risk Parameters used in Regulatory Capital Computation are correct.
- Coaching staff members on Credit Risk Models and providing guidance when required
- Controlling operational, compliance, information, and reputational and audit risks connected with the bank's business activities, including establishing high standards of Data quality and integrity.
- Providing support and assistance to other sections within Risk Management to ensure smooth and continuous operation.
- Use of models that estimate Basel 2 parameters (Probability of Default - PD, Loss Given Default - LGD, Exposure at Default - EAD)
The Successful Applicant
The Risk Modelling Manager should have the following experience:
- Extensive knowledge of Statistics and Econometrics
- Ability to develop and critically evaluate Credit Risk Models
- A practical knowledge of Statistical Software
- Credit & Basel II Knowledge.
- Knowledge of Banking and Financial Services domain
What's on Offer