Head of Corporate Risk Analytics & IFRS9 Implementation
ADIB
Total des années d'expérience :14 years, 2 Mois
• Retail Application and Behavior Scorecard, LGD and EAD Development
• Corporate Model Development for PD, LGD and EAD
• Model Monitoring and Presentation with senior stakeholders
• Vendor Management and Raising RFP, Review of SOW, liasoning with internal stakeholder to get vendor onboard
• Development of RAROC tools
• Building IFRS9 compliant models for all the retail portfolios
• Part of the Stress Testing and Regulatory anaoytics team
• Interaction with External and Internal Auditors on IFRS9 or Model related queries
PD, LGD Modeling,
Statistical Modeling,
Basel based modeling
Team Management,
Client Management,
Data management,
Model Building,
Model Validation,
Report Preparation
Six Sigma,
Process Improvement
MIS Reporting and Dash-boarding
Finance and Operations - Specialisation
