Responsibilities:

• Manage the development, validation, and implementation of corporate scorecards / rating models.
• Manage and develop a team of Credit Risk Analysts.
• Conduct and experiment with various segmentation methods in order to improve the accuracy and quality of scorecard segmentation and strategy assignment.

Requirements:

• Able to develop and validate models using SAS or other statistical software.
• Models experience: application / behavioural scorecards, Basel, PD, LGD, EAD etc.
• Experience in running monthly ECL calculations and performing various data checks associated with input and out of ECL.

For more details, please scroll down & see the details.

ADIB