Manager – IFRS 9 Risk Data & Model Implementation

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Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI

Last checked: 21 hours agoStatus: Live

Job Summary

Lead the design, implementation, and governance of end-to-end IFRS 9 risk data pipelines within the ERM Risk Data Management team. Build scalable ETL processes using SQL, Python, and SAS to prepare PD/LGD/EAD datasets, including staging, default/cure logic, recoveries, and exposure calculations. Ensure data availability, accuracy, and traceability with strong data quality frameworks and lineage, while supporting model deployment, reconciliation, and automated regulatory reporting with Power BI and SAP BO.

Location: Dubai

Workplace: Onsite

Employment Type: Full time

Job Function: Legal, Risk & Compliance

Seniority: Manager level

Key Responsibilities

•Design, develop, and maintain scalable ETL pipelines for risk data using SQL, Python, and SAS.
•Prepare and govern IFRS 9 model-ready datasets for PD, LGD, and EAD, including staging and curing logic.
•Provide model implementation and validation support through reconciliation with reference outputs and mismatch identification.
•Develop and enforce data quality frameworks (completeness, accuracy, consistency) with full lineage and traceability.
•Automate regulatory/internal reporting and support dashboard/submission datasets using Power BI and BusinessObjects, plus IT system integration and migration testing.

Key Requirements

•Lead design and delivery of scalable ETL pipelines using SQL, Python, and SAS.
•Translate IFRS 9 methodology into technical data pipelines to support PD, LGD, and EAD model data preparation.
•Implement staging (Stage 1/2/3), default and curing logic, including recoveries, write-offs, restructures, and exposure calculations.
•Establish data quality frameworks and perform root-cause analysis to ensure completeness, accuracy, consistency, and full data lineage/traceability.
•Collaborate with IT to integrate systems, support model deployment, and validate data migration and model accuracy.

Skills:Data governanceData qualityRoot cause analysisReconciliationStakeholder collaboration

Languages:English

Tech Stack:SQLImpalaHiveOraclePythonSASCloudera CDPPower BISAP BO

Company Brief

VAM Systems

Provides product engineering and software development services across embedded systems, IoT, cloud, AI, and digital transformation for enterprises in automotive, healthcare, industrial, and consumer electronics sectors.

Industry: Professional Services

Website

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VAM Systems

1 day ago

Manager – IFRS 9 Risk Data & Model Implementation

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI

Last checked: 21 hours agoStatus: Live

Job Summary

Location: Dubai

Workplace: Onsite

Employment Type: Full time

Job Function: Legal, Risk & Compliance

Seniority: Manager level

Key Responsibilities

•Design, develop, and maintain scalable ETL pipelines for risk data using SQL, Python, and SAS.
•Prepare and govern IFRS 9 model-ready datasets for PD, LGD, and EAD, including staging and curing logic.
•Provide model implementation and validation support through reconciliation with reference outputs and mismatch identification.
•Develop and enforce data quality frameworks (completeness, accuracy, consistency) with full lineage and traceability.
•Automate regulatory/internal reporting and support dashboard/submission datasets using Power BI and BusinessObjects, plus IT system integration and migration testing.

Key Requirements

•Lead design and delivery of scalable ETL pipelines using SQL, Python, and SAS.
•Translate IFRS 9 methodology into technical data pipelines to support PD, LGD, and EAD model data preparation.
•Implement staging (Stage 1/2/3), default and curing logic, including recoveries, write-offs, restructures, and exposure calculations.
•Establish data quality frameworks and perform root-cause analysis to ensure completeness, accuracy, consistency, and full data lineage/traceability.
•Collaborate with IT to integrate systems, support model deployment, and validate data migration and model accuracy.

Skills:Data governanceData qualityRoot cause analysisReconciliationStakeholder collaboration

Languages:English

Tech Stack:SQLImpalaHiveOraclePythonSASCloudera CDPPower BISAP BO

Company Brief

VAM Systems

Industry: Professional Services

Website