IFRS 9 Senior Consultant

Manage and coordinate end to end the implementation of the upcoming IFRS 9 Solution. This includes the overall solution and statistical model development supervision as well as PMO support in coordinating the program (vendor /stakeholders management, project timeline /milestones mgmt, risk /issue mgmt.).
Client Details
We are working with an organisation in the UAE who provide a critical service to businesses and consumers alike. As a result of very exciting changes and developments across their Technology function, the new structure has created fantastic opportunities for ambitious professionals who want to make an impact.
Description
Manage mobilisation of the appointed vendor and coordinate with PMO to define project master planCoordinate the vendor in the design of the development of the required statistical models.Define a segmentation criteria for the contracts to be analysed in order to increase the accuracy of the analytical models and provide business relevant breakdown in the ECL analysis (e.g. by product)Design holisticIFRS 9 model library, which will have to include (but not necessarily limited to):
Models to estimate contracts Probability of Default (PD models)Models to estimate contracts Exposures At Default (EAD models)Models to estimate contracts Loss Given Default (LGD models)
Design staging criteria to classify contracts depending on their actual /expected credit re-payment performances, in compliancy with IFRS 9 definitionsDesign the final ECL provision report which will be generated for the subscribers portfolios as an outcome of the overall IFRS 9 analysis through the above models (both for current or retrospective analysis)Recommend calendar for periodic monitoring and re-development of IFRS 9 modelsCoordinate the vendor in the design of the implementation of the solution to:Support company and subscribers in managing the above models, which includes:
Run the calculation of the above analytical models at market level (for users) or at subscriber full /partial portfolio level (for subscribers)Produce and customise the final ECL provision report accordinglyEnable the configuration of macro-economic parameters individually defined by subscribers according to their internally defined macro-economic scenariosModify /tune the analytical models and the staging criteria, or create new custom ones according to company and subscribers needs
Provide company subscribers with a visual interface to utilise its capabilities, as well as:
Enable subscribers to operate in a secure sandbox /segregated environment not accessible by other subscribers and with no access to other subscribers dataBe able to automatically pull data from database/DWH (which already contains majority /all information required to run the models for all subscribers which are already data providers) as well as to acquire additional data to enable required calculations (e.g. macro-economic parameters, or all data for subscribers who are not already data providers)Be able to export data in multiple format (e.g. xls and PDF)Have user management, audit capabilities and administration capabilities (e.g. for administrators to enable access to subscribers or for subscribers administrators to provide access to their internal users)
Support PMO in the overall coordination of the program, including vendor /stakeholders management, project timeline / milestones mgmt, risk /issue mgmt, weekly report and Steering Committee material preparation
Profile
Deep knowledge of data analytics in the FinTech industry and IFRS 9 modeling /solutionsMinimum experience of 8 years in data analytics, project management experienceBachelor degree in Business/IT; industry certification is a nice-to-ha
: مصادر خارجيه
: 5200
: دوام كامل
: 8 ساعات
: 2018-01-14
: 2018-02-14
: الكل
: لا يشترط
: لا يشترط
: 507
ملحوظة هامة:
وظايف نت ليست شركة توظيف وانما موقع للاعلان عن الوظائف الخالية المتاحة يوميا فى أغلب الشركات بالشرق الاوسط ,فنرجو توخى الحذر خاصة عند دفع اى مبالغ او فيزا او اى عمولات. والموقع غير مسؤول عن اى تعاملات تحدث من خلال الوظائف المعلنة.

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عفوا .. هذه الوظيفة تم اخفاء بيانات الاتصال الخاصة بها نظرا لمرور اكثر من 30 يوم منذ نشر هذا الاعلان وقد تم ارشفته.