Assistant Manager - Model Risk Management.MGN Egy - Model Risk Management.Risk Management-MEGPCOE

Model Risk Management Specialist

The purpose of this role is to assist in end-to-end management of model risk within Mashreq group; focusing on model validation and its related activities. The role involves working on PD, EAD, LGD and Macroeconomic models from Credit Risk as well as VaR/PSRE/CVA/FRTB models from Market Risk.

Regular interaction and working relationship with:

Wholesale Risk Management

Retail Risk Management

Market & Operational Risk Management

Group Finance and CAD

Audit & Compliance

Business Units

Candidate must possess the following skills:

Sound understanding Bank Wide Risk Analytics – especially in credit and market risk model development/validation including PD, EAD & LGD model development for Retail and Wholesale portfolios

Sound knowledge of regulatory frameworks such as Basel and IFRS 9.

Proactive and hands-on approach towards answering complex theoretical / quantitat...

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