Job Description

Role: Manager - Model Governance & Model Validation

Location: Abu Dhabi, UAE


Summary:

  • This role supports a strategic function within Group Risk Management.
  • It is a key contributor to the independent validation of models and more generally supports the bank with advance quantitative analytics capability and standards. 
  • The role also contributes to review of bank-wide exercises such as ICAAP and Stress Testing. 
  • It requires robust quantitative skills, independent thinking and articulate communication skills to interact with a diverse range of stakeholders within Group Risk.
  • Key accountabilities / responsibilities:


    Model Governance: 

  • Support model risk management within the group and perform various model risk activities, such as model identification, model classification / tiering assessment, model inventory management, model risk controls and model finding management.
  • ...

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