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Senior Lead - Group Model Risk Governance

Emirates NBD
Abu Dhabi, UAE
Full Time
Lead
3 days ago
Model Risk ManagementModel GovernanceCBUAE MMS&GSR 11 7PRA GuidelinesEBA Guidelines
Free

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Model Risk ManagementModel GovernanceCBUAE MMS&G
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Job Overview

  • The role is responsible for governance and oversight of model risk across the Group.
  • Responsibilities include managing the model lifecycle, maintaining the model risk framework, and reporting model risk to senior management, committees, and regulators.
  • This is a governance focused role and does not involve model development or validation.

Key Responsibilities

  • Manage the Group Model Inventory, ensuring accurate model registration, classification, and risk tiering.
  • Act as the key liaison between model owners, validation teams, and internal audit.
  • Maintain the consolidated model issue log and monitor remediation actions.
  • Escalate overdue findings and track issue ageing.
  • Design, maintain, and periodically review the Group Model Risk Governance Framework.
  • Ensure compliance with CBUAE MMS&G and industry best practices.
  • Analyse model risk data, perform risk tiering assessments, and monitor model performance trends.
  • Prepare Model Risk Reports and management submissions for senior committees.
  • Support regulatory submissions, gap assessments, and remediation plans.
  • Maintain Group Model Governance and Management Framework (GMGMF).
  • Maintain Group Model Validation Standards (GMVS).
  • Support development and maintenance of the AI Model Governance Framework.

Skills And Experience

  • Strong knowledge of Model Risk Management (MRM) frameworks and regulations including CBUAE MMS&G, SR 11 7, PRA and EBA guidelines.
  • Experience within IRB accredited banks.
  • Experience in IRB and IFRS 9 credit risk models, model governance, model validation, or model risk management functions.
  • Strong quantitative background with knowledge of statistics, model performance metrics, regression techniques, and risk analytics.
  • Understanding of AI/ML model governance, explainability, fairness, bias assessment, and data quality controls.
  • Minimum 7 years of relevant experience within a banking, risk, consulting, or financial services environment.
  • Proficiency in Python, SAS, and/or Excel VBA would be advantageous.

Education

  • Degree in Actuarial Science, Financial Engineering, or related quantitative discipline.
  • Postgraduate qualification in Mathematics, Statistics, Econometrics, or similar quantitative subject.

Professional Certifications (Desirable)

  • Certificate in Quantitative Finance (CQF)
  • Financial Risk Manager (FRM)

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