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Credit Risk manager-Credit Risk DK02-Dubai-Salary: $20k AED per month
Top Middle Eastern Bank seeks a Credit Risk Manager.
The prime responsibility of Credit Risk Manager is to develop and implement credit risk models and systems that measure and monitor the credit risk in the lending portfolios of the Bank thereby establishing best practices in credit risk measurement and management and achieving IRB compliance set forth by Basel II.
-Implementation of internal rating systems for Corporate, SME, Retail SME and FI portfolio,
-Develop internal rating models for Specialized Lending portfolio i.e. 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 i.e. 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.
-Strong knowledge of Internal Rating Model Development and Validation, Basel II IRB approach for Credit Risk, Corporate Banking,
-Experience SAS, VBA, SQL, Maths & Statistics,
-Strong Presentation and sales skills,
-Master Degree in Math, Statistics, Physics, Engineering.
Keywords: Credit, Risk, Manager, SAS, Model Development, Basel II, IRB, Corporate, SME
Please send all enquiries by mail.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.