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

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

Desired Candidate Profile

This role demands a highly technical, data-driven professional with strong expertise in ETL pipeline development, credit risk data management, and IFRS9 model support.