Job Description

Job Title: Quantitative Analyst – Risk Models, PD/LGD & Credit Stress Testing

Job Description: As a Quantitative Analyst for Risk Models, PD/LGD, and Credit Stress Testing at a UAE bank, you will apply quantitative risk modelling expertise — developing, validating, and maintaining credit risk models including probability of default, loss given default, and IFRS 9 expected credit loss frameworks for a professionally managed UAE banking institution.

Responsibilities:

• Apply quantitative risk modelling expertise to PD, LGD, and IFRS 9 ECL model development and validation
• Develop and maintain credit risk models — PD, LGD, EAD, and IFRS 9 expected credit loss frameworks
• Conduct credit stress testing — CBUAE regulatory stress scenarios and internal strategic stress modelling
• Validate and back-test credit risk models ensuring statistical robustness and regulatory compliance
• Coordinate with Credit Risk, Finance, and Technology teams on model governance and reporting delivery
• Engage with CBUAE on credit risk model regulatory requirements and examination readiness support
• Produce quantitative risk model documentation and stress testing reports for senior leadership review
• Monitor CBUAE, BCBS, and global credit risk modelling regulatory developments for model enhancement

Qualifications Needed:

• Proven Quantitative Analyst experience with PD/LGD modelling, IFRS 9, and credit stress testing
• Deep quantitative risk modelling expertise — PD, LGD, EAD, ECL, and stress testing methodology
• Strong Python, R, or SAS programming skills for credit risk model development and validation
• Deep understanding of CBUAE credit risk regulatory requirements and IFRS 9 ECL standards
• CFA, FRM, or advanced quantitative degree preferred for quantitative risk analyst mandate
• GCC banking quantitative risk modelling PD/LGD and IFRS 9 experience strongly preferred

What the Company Offers:

• Quantitative Analyst Risk Models PD LGD and Credit Stress Testing UAE Bank role
• Quantitative credit risk modelling mandate covering PD/LGD development, IFRS 9 ECL frameworks, and CBUAE stress testing for a professionally managed UAE banking institution

Are you interested in this position? Apply by clicking on the “Apply Now” button below!

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