Key responsibilities

• Support implementation of the group-wide model risk management framework
• Conduct model identification, classification, tiering and inventory management
• Ensure compliance with CBUAE Model Management Standards
• Identify, assess, and escalate model risks and findings
• Lead independent validation of credit, market, liquidity, pricing, and macroeconomic models
• Validate non-risk models including compliance, fraud, and business models
• Develop quantitative tools in Python, R, SAS, Excel/VBA to test model behavior and sensitivity
• Review and challenge model development, methodology, and documentation
• Produce validation reports for senior management, auditors, and compliance
• Support remediation of identified model weaknesses
• Participate in vendor model assessment and handover processes
• Contribute to ICAAP, stress testing, and bank-wide quantitative exercises
• Ensure models remain fit-for-purpose and aligned with regulatory requirements