Vice President - Risk Analytics

Role overview

Key responsibilities

• Lead regulatory risk model and ECL methodology development, enhancement, and governance; set modelling strategy and portfolio roadmaps.
• Oversee model development, recalibration, redevelopment, monitoring, implementation, and retirement.
• Ensure compliance with IFRS 9, CBUAE regulations, model risk standards, and internal governance.
• Oversee monthly and quarterly ECL production and management, finance, audit, and regulatory submissions.
• Review macroeconomic forecasts, scenarios, overlays, and staging assessments; provide strategic risk insights.
• Lead interactions with Model Validation, Internal Audit, External Audit, Finance, regulators, and consultancy partners.
• Set model development standards, documentation, monitoring thresholds, and governance practices.
• Manage team resources, capability development, and succession planning; collaborate on stress testing and ICAAP.
• Approve technical modelling approaches, monitoring frameworks, calibration methodologies, and model recommendations.
• Maintain models and methodologies in line with evolving IFRS 9 standards and regulatory expectations.

Experience and education

• Master’s degree in Statistics, Mathematics, Econometrics, Finance, Data Science, or a related quantitative discipline.
• Minimum 12–15 years of experience in credit risk analytics, regulatory modelling, or quantitative risk functions.
• Extensive hands-on experience in IFRS 9, PD, LGD, EAD, rating models, stress testing, and ECL methodologies.
• Strong knowledge of regulatory expectations, model risk governance, accounting requirements, and audit processes.
• Proven leadership experience managing modelling and analytics teams.

Skills and capabilities

• Advanced proficiency in Python, SAS, SQL, Databricks, or equivalent analytical platforms.
• Expertise in regulatory credit risk modelling, impairment methodologies, portfolio analytics, and model risk management.
• Strong leadership, stakeholder management, governance, judgment, and strategic thinking; able to communicate with executive and regulatory audiences.

Role scope and authority