Role Purpose
Key Responsibilities:
- Data Management & Analytics
Lead the end-to-end process of risk data management including capturing, organizing,
storing, and analyzing.
Perform data analytics to support model development, recalibration, and validation.
Troubleshoot data-related issues and authorize necessary maintenance or
modifications.
Assist in data extraction and preparation for modelling teams.
Consolidate data from multiple sources and deliver it in the agreed format using SAS
and SQL expertise.
Execute BAU (Business-As-Usual) activities across applications and systems.
Addressing the data requirements from CBUAE along with looking at the automation
aspects of the same as a part of TO-BE process.
- Model Implementation & Change
Collaborate with IT teams to test and validate model deployment and data migration.
Enhance current ECL calculators/ regulatory changes in line with provisioning reports.
Deploy models using SAS Data Integration.
Internal
Apply statistical software (SAS, SQL) for analysis and support.
Review and optimize existing SAS implementation code to improve processing
efficiency.
Integrate SAS Stratum with SAS Viya.
Establish data lineage between SAS Studio and the MRM solution.
- Risk Architecture & IT Projects
Engage in risk architecture projects including implementation of risk IT applications
and data standards.
Work with IT on risk software migration and upgrade projects.
Perform testing to ensure correct data migration and model deployment.
Incorporate the latest CBUAE requirements into SAS Stratum.
Develop data pipelines within SAS Risk Stratum and the centralized modelling database.
Prepare and maintain Data Quality (DQ) reports aligned with modelling data
requirements as part of a structured data delivery framework.
Automate existing manual regulatory reporting processes.
Preferred Tools & Technologies
Power BI, SAP BusinessObjects, Oracle
SAS, Python, R
Relational Database Management Systems
Reporting Line: Reports to Model Implementation and Data Management Manager.
Location: Abu Dhabi
Employment Type: Contractual
