Our client, a multi-awarded local bank in the UAE is currently in search of an experienced and highly technical Risk Model Manager to join their dynamic team in Dubai.

The role

- Managing data, models and processes to estimate and report on risk exposures faced by the bank
- Model validation, development, and stress testing
- Development of tools and analytics to support Risk Management capabilities
- Maintenance of existing models and development of code for risk models
- Contribute to the development of Stress Testing methodologies
- Oversee model risk management including model validation and the provision of model advisory support

Client requirements

- Minimum 5 years’ experience in a statistical and quantitative risk modelling role
- Strong understanding of Market Risk management and ability to conduct model validation
- Good education background and professional qualification is preferable – CFA/FRM/PRM
- Excellent knowledge in data mining, business intelligence and computer programming
- Knowledge of regulatory issues relating to stress testing, capital requirements and risk management
- Well-versed in using Python and STATA