CONSUMER RISK SCORING & MODELLING OFFICER

Commercial International Bank

Job Purpose:

To assess the current applied risk models outputs, perform quantitative analysis and coordinate with key functions including vendors, risk management, respective business and information technology that would assist in developing and enhancing the quantitative risk models.

Accountabilities:

1. Perform Risk Models data quality and accuracy checks to ensure model s development accuracy and completeness by generating quality audit reports to be reviewed by the senior officer.

2. Validate Risk Scorecards Modeller processes (Internal / External Vendor) for Scorecards development, model selection and implementation to ensure Scorecards Models Development accuracy

3. Maintain the technical documentation for applied methodologies and applications, including project plans, model descriptions and data analysis

4. Participate in the testing and rollout to production of the automation projects to ensure proper Scorecard implementation

5. Provide the Required analyses on data/Model s output to Risk stakeholders to be utilized for Risk analyses, portfolio management, Risk reporting and Collection strategies

6. Perform a frequent Risk Scorecard Models data quality and accuracy checks to ensure accuracy of monitoring reports generation as business as usual to enhance / optimize credit risk models

7. Utilize the Statistical Analysis System (SAS), SQL, and MS Excel tools to perform statistical analysis, assist the development of statistical models, analyse existing model results and Scorecard Models simulation and parallel runs.

8. Develop the process documentation in Bank SOP ensure compliance with bank policies

9. Create testing scenarios and generate reports for the decision engine that support score card implementation/changes

Qualifications & Experience:

Bachelor degree of Commerce, Business Administration, Economics, Accounting or their equivalent

Minimum of 3 to 5 years of banking/modelling experience

Technical experience in information technology/ systems or related field with 2 - 3 years of hands-on experience with data warehouses and business intelligence & reporting tools such as Business Objects and SAS and possess technical and analytical abilities.

Experience with bank s consumer products

Experience with scoring models

Technical experience including proficiency in SQL coding across standard relational environments (e.g. Oracle, MS & Access)

SAS / BI experience

Skills:

Excellent command of English and Arabic Languages

Problem solving skills

Excellent interpersonal skills

Analytical skills