Manager - Model Implementation, Data Engineering and IFRS9 Risk Data

Job Description Roles & Responsibilities Nair Systems is currently looking for Manager - Model Implementation, Data Engineering and IFRS9 Risk Data for our UAE operations Role Purpose: This role demands a highly technical, data-driven professional with strong expertise in ETL pipeline development, credit risk data management, and IFRS9 model support. The incumbent will lead the design, implementation, and governance of end-to-end risk data pipelines, ensuring alignment with regulatory and modelling requirements. As part of the ERM – Risk Function, the Risk Data Management team plays a critical role in meeting CBUAE, IFRS9, and Basel II/III requirements. The role is responsible for ensuring availability, accuracy, and traceability of data used in PD, LGD, and EAD models, including default tagging, post-default events, recovery tracking, and exposure computation. Core Domain Expertise: IFRS9, Basel II/III, PD/LGD/EAD modelling, credit risk data lifecycle Preferred Tools & Technologies: SQL (Impala, Hive, Oracle), Python, SAS, Cloudera CDP, Power BI, SAP BO Key Responsibilities: ETL & Risk Data Engineering Design, develop and maintain scalable ETL pipelines using SQL, Python, and SAS Support datasets for default identification, post-default events, recovery, and exposure Implement incremental and full-load strategies ensuring no duplication or leakage Optimize SQL for large-scale distributed processing environments Integrate data from core banking, collections, GSAM, and external sources IFRS9 & Credit Risk Data Management Translating IFRS9 methodology into technical data pipelines Support PD, LGD, EAD model data preparation Implement staging (Stage 1/2/3), default, and curing logic Handle recoveries, write-offs, restructures, and exposure calculations Model Implementation & Validation Support Provision model-ready datasets for deployment Support feature engineering, segmentation, and backtesting datasets Perform reconciliation with developed/reference outputs and identify mismatches Data Quality & Governance Develop DQ frameworks covering completeness, accuracy, and consistency Perform root cause analysis on data issues Ensure full data lineage and traceability Risk Technology & System Integration Collaborate with IT for system integration and model deployment Support risk system migration and upgrades Perform testing for data migration and model accuracy Automation & Reporting Automate regulatory and internal reporting processes Prepare datasets for dashboards and regulatory submissions Support reporting tools such as Power BI and BusinessObjects Desired Candidate Profile Banking domain experience is mandatory Employment Type Full Time Company Industry RecruitmentPlacement FirmExecutive Search Department / Functional Area Engineering Keywords IFRS9BaselIBasel IIIPD/LGD/EAD ModellingCredit Risk Data LifecyclePythonETL DevelopmentSQLData EngineeringRegulatory ReportingModel Validation & DeploymentModel ImplementationRisk ManagementCredit Risk Data EngineeringSenior Manager Get real-time job updates only on our App