Validation of Statistical / Financial models to assess their efficiency and accuracy
Accontabilities:
Validation of Statistical / Financ
ial models to assess their efficiency and accuracy.
Validation of end to end Model development process, methodology and results.
Development of a Model validation Framework.
Assessment and Input to various CBUAE circular from Model validation perspective.
Assistance in automation of management of key risk indicators.
Management of Interest Rate Risk and Liquidity Risk.
Validation of statistical and financial models developed for annual Stress Testing exercise. Validation of Credit Risk scorecards developed for credit decision on retail products.
Validation of Market Risk models as per CBUAE guidelines and industry best practices.
Validation of Operation Risk models as per CBUAE guidelines and industry best practices.
Assistance in development of Liquidity Risk and Interest rate risk models.
Job Details
| Posted Date: | 2019-01-07 |
| Job Location: | Dubai, United Arab Emirates |
| Job Role: | Other |
| Company Industry: | Banking |
Preferred Candidate
| Career Level: | Management |
from Jobs in UAE | Bayt.com http://bit.ly/2GXQEU5
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