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

1. 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

1. 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

1. Data Quality & Governance

• Develop DQ frameworks covering completeness, accuracy, and consistency
• Perform root cause analysis on data issues
• Ensure full data lineage and traceability

1. 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

1. 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