Dubai Islamic Bank Pakistan Jobs Assistant Manager / Manager IFRS9

Dubai Islamic Bank Pakistan Jobs Assistant Manager / Manager IFRS9:

Organization: Dubai Islamic Bank Pakistan

Department: Consumer Risk Analytics – Credit Policy

Level: 03 / 04

Qualifications Required: Graduate / Master with background in Actuarial Sciences / Statistic / Mathematics/ Risk Management

No. Of Positions: 1

Location: Head Office Karachi

Eligibility Criteria: Minimum 2 to 3 years of Banking experience in Credit Risk / Rating Models

Responsibilities:

• Calculation and submission of the Expected Credit Loss (ECL) of Retail Portfolio to Risk Management for onward submission to SBP & Group.
• Development and update of Risk models for IFRS 9 input parameters i.e. PD / LGD & EAD.
• Validation and recalibration of IFRS9 ECL calculation models as and when required.
• Validation of obligor risk rating on a monthly basis.
• Monitoring of credit risk on account and portfolio levels with the objective to ensure authenticity, accuracy and timely identification and reporting to the CRO/RMC/BRMC.
• To ensure avoidance of penalties (if any) by submitting different SBP reports on a timely basis.
  -Ensure compliance to SBP prudential regulations that pertain to the credit risk management structure and credit portfolio within the bank.
• Keep static and financial data in the data warehouse up-to-date.
  Handling of special assignments /accommodating ad-hoc queries as assigned by the unit head.
• To prepare different portfolio analysis as and when required.
• Maintain and provide IFRS9 and Credit related data to auditors (internal / external / SBP)

Skills Required:

• Proficient in MS Office Products ;
• Strong analytical skills
• SQL
• Programming skills in Python / R programming
• Good interpersonal and communication skills.
• Advanced statistical and quantitative modeling skills (linear regression/logistic
  regression and other data mining/predictive modeling skills

How to Apply: [email protected]

Last Date: 10 November 2023

Dubai Islamic Bank Pakistan Jobs Assistant Manager / Manager IFRS9