Microsoft Dynamics CRM Administrator
vamsystems
Model Risk & IFRS9
About this role
Company Description
Job Description
We are currently looking for Model Risk & IFRS9 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.
Minimum Experience: 5 years of experience in Risk & Financial services, Quantitative Modelling.
Key Responsibilities:
Analytical – Excellent Analytical skills and attention to detail.
Strong understanding of IFRS9 regulations with previous experience of managing end-to-end IFRS 9 impairment process including ECL calculation and reporting in a business as usual environment.
Designing, development and implementation of IFRS9 and AIRB compliant credit risk models – PD, LGD and EAD.
Experience in developing Application, Behavioural & Collections Scorecards and macroeconomic default models using Linear & Logistic Regression techniques, CHAID segmentation & Custer analysis.
Monitoring and Validation of credit risk models in line with the Basel and other regulatory guidelines;
Extraction and transformation of data from databases using SQL & BO Reports for analysis and reporting;
Ability to understand and communicate clearly and effectively at all levels; Planning/Organizing and Control- Prioritizes and plans work activities, uses time efficiently.
Programming skills in: SAS, Python, R, Excel with VBA, SQL
Terms and conditions
Joining time frame: 2 weeks (maximum 1 month)
Qualifications
Additional Information
Frequently Asked Questions
Is the salary disclosed for the Model Risk & IFRS9 position at vamsystems?
The salary for this Model Risk & IFRS9 role at vamsystems is not publicly listed. Click "Apply Now" to learn more about the compensation package on their official careers page.
Where is the Model Risk & IFRS9 position at vamsystems located?
This Model Risk & IFRS9 role at vamsystems is based in Dubai, , United Arab Emirates. The position is listed as on-site or hybrid. Check the full job description or apply directly to confirm the work arrangement.
Is the Model Risk & IFRS9 role at vamsystems full-time or part-time?
This is listed as a Full time position. It is posted as a Model Risk & IFRS9 role at vamsystems.
How do I apply for the Model Risk & IFRS9 position at vamsystems?
Click the "Apply Now" button on this page. You will be redirected to vamsystems's official application portal hosted on smartrecruiters where you can submit your application directly.
When was the Model Risk & IFRS9 job at vamsystems posted?
This Model Risk & IFRS9 position at vamsystems was posted on Sep 25, 2026. Apply as soon as possible — early applications are often reviewed first.
Model Risk & IFRS9
vamsystems
You'll be redirected to vamsystems's official application page on SmartRecruiters.