Manager – IFRS 9 Risk Data & Model Implementation

We are currently looking for Manager IFRS 9 Risk Data & Model Implementation for our UAE operations

Role Purpose:

This role demands 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 modelling requirements.

As part of the ERM Risk Function the Risk Data Management team plays a critical role in meeting CBUAE IFRS9 and Basel II/III requirements. The role is responsible for ensuring 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:

1. 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

2. IFRS9 & Credit Risk Data Management

Translating 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

3. Model Implementation & Validation Support

Provision model-ready datasets for deployment

Support feature engineering segmentation and backtesting datasets

Perform reconciliation with developed/reference outputs and identify mismatches

4. Data Quality & Governance

Develop DQ frameworks covering completeness accuracy and consistency

Perform root cause analysis on data issues

Ensure full data lineage and traceability

5. 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

6. 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 modelling credit risk data lifecycle

Terms and conditions

Joining time frame: Immediate

Remote Work :

No

Employment Type :

Full-time