Manager - Retail Analytics

About EI Risk Consumer

The unit is tasked with measuring and reporting risk for the Consumer unit and providing analytical solution across the credit life cycle. This unit caters to all the data requirements. The unit delivers all the regulatory reporting, management packs, manage provision, provides analytics support for various policy actions and develops models across the credit life cycle. The unit manages end-to-end provision computation, reporting & forecasting for the annual budgeting. The unit actively participates and provides the necessary support for the development of various regulatory models (IFRS9 /Stress Testing). The unit is responsible for closely monitoring the portfolio quality and recommends various strategies to the management based on data. This team is the custodian of all the models used in the unit, including but not limited to develop /monitor / provide strategy on effective usage of the models.

Key Responsibilities

1. Support Impairment/Loss Forecast using statistical models / data mining for Budgeting and regular monitoring.
2. Regulatory Reporting : Cater to various regulatory reporting pertaining to Retail risk (CBUAE / BRFs )
3. Management Reporting : Deliver high quality risk management reports to various senior management committee.
4. Scorecard : Ability to development / monitor the scorecard and develop score-based strategies for various credit policy requirement
5. Analyze portfolio performance at a granular segment level on an ongoing basis. Identify trends and conduct root-cause analysis to isolate key performance drivers to make policy decisions.
6. Support and provide necessary data support to the regulatory model development ( IFRS 9 / Stress Testing / ICAAP )
7. Manage the reporting and system configuration on provisions related inline with Bank’s policy and CBUAE requirement.
8. Support UAT and deployment of models, as well as analytics DataMart enhancement initiative.
9. Ensuring all the units’ data requirement are met through coordinating with IT/Technical team.

Required Skills and Experience

1. At least 5+ years of experience in the area of risk/banking analytics
2. Strong SAS programming is mandatory (Base / Advanced)
3. Bachelors degree in Statistics, Applied Mathematics, Operational Research, Economics, Engineering, MBA or other quantitative discipline
4. Working knowledge of Model development, Model Validation and Model monitoring.
5. Hands-on experience in mining data and understanding data pattern; ensuring the highest level of quality/rigor in reports and data analysis.
6. Solid analytical and problem-solving skills; ability to isolate and solve issues using large amounts of data.
7. Sound working knowledge on IFRS 9 Model /ECL model/ Basel / Stress Testing
8. Excellent communication skills, with the ability to present complex information clearly and effectively to stakeholders at all levels