Risk Model Development Manager
Location Kuwait City
Consultant Patricia De Guzman
Date posted 29 May 2018Burj Daman Dubai 506851 Robert Walters Middle East
An excellent opportunity is available for a Risk Model Development Manager role to join the Risk Analytics team at a leading bank based in Kuwait. Main role will be the end to end development of credit risk models for corporate/wholesale portfolios.
Responsibilities of the Risk Modelling Manager:
Development, implementation and maintenance of credit risk models and quantitative risk approaches.
Model Rationalization project within the bank this would include - Application, Behaviour, PD, EAD, LGD models.
To use advanced modelling techniques to develop and refine internal models and scorecards.
The Risk Modelling Manager must have:
Graduate of Engineering Finance, Math, Statistics, banking or equivalent.
Must have work experience end to end model development for credit risk models – PD, LG, EAD
8-10 years work experience in banking and financial services.
Excellent skills of working on SAS, SQL