Manager, Risk Models

Employer:	Commercial Bank of Qatar
Job Title:	Manager, Risk Models
Location:	Qatar
Job Type:	Unspecified
Category:	Finance and Investment
Description:	To develop, review, validate, and conduct a risk assessment of models used both in risk management i.e. credit assessment and stress testing, and capital planning. This position focuses on identifying and mitigating model risk by applying machine learning and AI prototypes that can serve as benchmarking to production models. The role will also play a significant part in automating some of the existing reporting processes. Risk Models Related Engage in quantitative model review and risk assessment of risk (both corporate and retail) and capital models. Follow regulatory trends particularly in IFRS 9 and Capital Adequacy and also developing in house models for business purposes. Develop behavior scoring models for the retail book and validate existing application models Write model risk management findings in technical documents that will be presented both internally (model developers, business unit managers) as well as to regulators. Verbally communicate results and debate issues, concerns and methodologies with internal audiences including senior management. Build machine learning and AI prototypes that can serve as benchmarking to production models. Continuous Improvement Contribute to the identification of opportunities for continuous improvement of systems, processes and practices taking into account ‘international leading practice’, improvement of business processes, cost reduction and productivity improvement. Policies, Systems, Processes & Procedures Follow all relevant departmental policies, processes, standard operating procedures and instructions so that work is carried out in a controlled and consistent manner. Systems & Tools (Implementation) Adapt at implementing new systems and has experience in conducting UAT to ensure that the business objectives have been met. Quality, Health, Safety, & Environment Ensure all relevant quality, health, safety and environmental procedures, instructions and controls are adhered to so that the safety of employees, quality of products/services and environmental compliance can be guaranteed. Related Assignments Perform other related duties or assignments as directed.
Qualifications:
Education:	Bachelor's degree / higher diploma
Experience:	Max: 10
Salary:	Unspecified
Contact:	Apply

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