The purpose of this role is to assist in end-to-end management of model risk within Mashreq group; focusing on model validation and its related activities. The role involves working on PD, EAD, LGD and Macroeconomic models from Credit Risk as well as VaR/PSRE/CVA/FRTB models from Market Risk.

Operating Environment, Framework and Boundaries, Working Relationships:

Regular interaction and working relationship with:

• Wholesale Risk Management
• Group Finance and CAD
• Audit & Compliance
• Business Units

Problem Solving:

Candidate must possess the following skills:

• Sound understanding Bank Wide Risk Analytics – especially in credit and market risk model development/validation including PD, EAD & LGD model development for Retail and Wholesale portfolios
• Sound knowledge of regulatory frameworks such as Basel and IFRS 9.
• Proactive and hands‑on approach towards answering com...