Develop and operationalise an enterprise-broad governance Design Framework (MF) that’s aligned to the Banking institutions Enterprise-wide Risk Administration Framework (ERM) and Danger Appetite Declaration (RAS).
Oversee design risk administration for the lender including design validation and the provision of design advisory assistance
Ensure the continuous enhancement of Risk Models which are used by the lender through the growth, testing, validation and implementation phases, whilst making certain all “material” versions have suitable documentation to the main element assumptions, design and inputs mechanisms.
Function as Bank’s lead implementation supervisor and information facilitator on IFRS9 execution – including performing as a conduit between Danger, Finance, IT, first range business and other crucial stakeholders on the provisioning scenery, related policy adjustments and model efficiency outcomes.
Manage the execution and upkeep of IFRS model program code and documentation to assistance the Credit Risk’s method to provisioning:
- Life time PD, LGD and EAD for Store/Commercial/Corporate/additional portfolios and assessing the optimisation of the modelling by company segment
- Oversee the method of maintain country/portfolio particular data to execute periodic model parameter rating and calibration alignment
- Document and keep maintaining changes in model approaches, assumptions, model input calibration
- Maintain current inventory of technical and model related documentation to aid model validation and audit and self-assessment processes linked to data and modelling of IFRS expected credit loss (ECL) impairment estimates
Support department staff in the preparation of the the “Internal Capital Adequacy Assessment Process (ICAAP)” report and submit to Central Bank of UAE on an annual basis after obtaining the same approved by the Board of Directors through Risk Committee & Board Risk Committee.
Compute the Pillar II Capital Adequacy Ratio on monthly basis.
Prepare internal reports and MIS for Risk and disseminate the full total outcomes of risk identification, measurement and assessment to Business, Finance, Treasury along with other functions or committees in the business.
Assist the marketplace Risk, Capital Management and Models function /CRO in the operational efficiency measures that improve automation of risk reporting to your stakeholder group
Cross train into other Market Risk & Model roles as required
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