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