A leading bank in Dubai, UAE is seeking an experienced AVP — Risk Analytics and Scoring to support the development, enhancement, and implementation of a comprehensive suite of credit risk rating methodologies, models, and scorecards compliant with regulatory requirements including IFRS 9 and Stress Testing. This senior individual contributor role is accountable for maintaining the Bank’s model inventory, developing and maintaining retail credit risk models and scorecards, delivering robust decision tools that comply with internal and external regulations, and providing business insights and recommendations — collaborating across Risk, Business, Finance, Audit, and Credit functions to ensure models and methodologies are appropriate within the overall governance framework and regulatory requirements.
About This AVP Risk Analytics & Scoring Opportunity — Dubai UAE Banking
Sector: UAE Banking — Credit Risk Analytics & Scoring, reporting into the Bank’s Risk function with accountability for retail credit risk model development, maintenance, and governance
Regulatory Scope: IFRS 9 model compliance, Stress Testing methodology, ECL calculation support, and Central Bank UAE regulatory adherence across the full retail lending portfolio
Model Scope: PD, EAD, and LGD models; application, behaviour, collections/recovery scorecards; stress testing models; model inventory; and model validation support
Stakeholders: Business, Risk, Finance, Audit, Credit Approval, Collections, and senior management — a broad, cross-functional role with genuine organisational influence at AVP level
Why This AVP Risk Analytics Role Stands Out
Full Model Lifecycle Ownership: Development, implementation, monitoring, validation support, amendment, and governance of retail credit risk models — end-to-end accountability across the complete model lifecycle
IFRS 9 & Regulatory Authority: Lead PD, EAD, and LGD model development for IFRS 9 compliance and ECL calculation — one of the most technically demanding and commercially consequential regulatory modelling mandates in UAE banking
Scorecard Development Depth: Application, behaviour, and collections/recovery scorecards across retail lending lifecycles — comprehensive scorecard engineering authority from development through monitoring and enhancement
Senior Commercial Visibility: Direct recommendations to senior management on model changes and enhancements — genuine strategic influence on the bank’s retail lending decision framework
Position Overview — Job Purpose
This AVP — Risk Analytics and Scoring at a Dubai bank supports the development, enhancement, and implementation of credit risk rating methodologies, models, and scorecards compliant with IFRS 9, Stress Testing, and other regulatory requirements — while maintaining the Bank’s model inventory. The role leads and performs retail risk scoring model development across the full lifecycle of various retail portfolios, develops and implements PD, EAD, and LGD models, assists in ECL calculation and validation for IFRS 9 reporting, creates stress testing models and policies, supports model validation, reviews and identifies model improvement opportunities, oversees accurate implementation and ongoing monitoring, develops and maintains application/behaviour/collections scorecards, liaises with business functions to drive model use and monitor overrides, maintains a complete and accurate model inventory, and proposes, validates, and implements scorecard amendments arising from policy changes.
Why This Role Matters: As AVP — Risk Analytics and Scoring at a Dubai bank, you build and maintain the quantitative models that determine how the Bank measures credit risk across its entire retail lending portfolio — and whether those measurements are accurate, regulatory-compliant, and commercially useful. When your PD model correctly discriminates between high-risk and low-risk retail borrowers more accurately than its predecessor, your IFRS 9 ECL calculation correctly provisions for expected credit losses in a manner that satisfies both the auditor and the regulator without excessive conservatism that impairs profitability, or your application scorecard correctly identifies a segment of previously rejected applicants who are actually creditworthy — you are not performing a technical modelling exercise. You are directly shaping how much credit the bank extends, to whom, at what risk, and with what regulatory confidence. That is the commercial and regulatory importance of retail credit risk analytics done well.
Key Responsibilities
IFRS 9 Model Development, ECL Calculation & Stress Testing
- Lead and perform the development and implementation of retail risk scoring models across the full lifecycle of various retail portfolios — including IFRS 9 PD, EAD, and LGD models and Stress Testing models that meet both internal quality standards and external regulatory requirements
- Work closely with all stakeholders to develop and implement PD, EAD, and LGD models — assisting in ECL calculation and validation for IFRS 9 reporting, and creating stress testing models and policies aligned with Central Bank UAE regulatory requirements
- Review the Bank’s risk scoring models and identify opportunities for improvement — making recommendations to senior management for model changes and enhancements, and implementing cutting-edge techniques to maximise value and develop best-in-class decision tools
- Support the Model Validation team for model amendments, validation, and verification — providing the technical documentation, methodology rationale, and empirical evidence needed for rigorous internal and external model validation
Retail Scorecard Development, Monitoring & Business Integration
- Develop new, maintain, and enhance retail scorecards across the full credit lifecycle — application scorecards for new account decisioning, behaviour scorecards for limit management and early warning, and collections/recovery scorecards for delinquency management
- Oversee accurate implementation of models and support their use, interpretation, and monitoring — constantly realigning models with current portfolio performance to provide ongoing, reliable guidance on all lending activities for retail portfolios
- Liaise with Business functions, Credit Approval, Collections, and related functions to drive model use, monitor overrides, analyse new requirements, and incorporate feedback on existing models — keeping models commercially relevant and operationally embedded
- Propose amendments in scorecards arising from policy changes — validating and implementing changes in a manner that maintains regulatory compliance, model integrity, and business continuity across the retail lending portfolio
Model Inventory, Governance & Cross-Functional Collaboration
- Develop and maintain the Bank’s model inventory — ensuring the inventory is complete, accurate, and consistent with the model governance policy and regulatory expectations for model risk management
- Assist Business, Risk, Finance, and Audit departments in scorecard-related queries — providing clear, accurate, and timely information and analysis that enables informed decision-making across the Bank’s commercial and governance functions
- Collaborate with all relevant stakeholders to ensure models and methodologies are appropriate given the overall governance framework and applicable regulatory requirements — serving as the Bank’s internal subject matter expert on retail credit risk model design and compliance
Education & Experience Profile
Essential Requirements
- Bachelor’s Degree in a quantitative discipline — Statistics, Mathematics, Econometrics, Computer Science, Engineering, Finance, or a closely related numerate field
- Proven experience in credit risk model development — specifically PD, EAD, and LGD modelling, IFRS 9 compliance, ECL calculation, and retail scorecard development in a banking or financial services environment
- Strong technical modelling capability — applied logistic regression, survival analysis, statistical segmentation, and scorecard development methodology across application, behaviour, and collections scorecard types
- Proficiency in quantitative analytical tools — SAS, R, Python, or equivalent statistical software used professionally for credit risk model development, validation, and monitoring in a banking context
- Understanding of UAE banking regulatory requirements — IFRS 9 compliance, Stress Testing, model governance, and Central Bank UAE regulatory framework for credit risk models
- Strong stakeholder management and communication skills — able to explain complex credit risk model methodology to non-technical audiences including Business, Finance, and Audit teams
About This Role — Retail Credit Risk Analytics at Dubai Banking Level
This AVP — Risk Analytics and Scoring role at a Dubai bank represents one of the most technically comprehensive and commercially consequential credit risk modelling positions available in the UAE banking sector — with end-to-end accountability for IFRS 9 PD/EAD/LGD model development, retail scorecard engineering across the full credit lifecycle, stress testing methodology, ECL calculation support, model validation assistance, and model governance and inventory maintenance. For a quantitative risk professional with the technical depth to build models that are simultaneously statistically rigorous, regulatory-compliant, and commercially actionable — in a senior banking environment with direct stakeholder engagement across Risk, Business, Finance, and Audit — this Dubai banking AVP role delivers the scope, visibility, and professional challenge that genuine credit risk analytics leaders are looking for in 2026.
Career Excellence: Develop IFRS 9 PD/EAD/LGD models, retail scorecards, stress testing, and ECL analytics — AVP Risk Analytics and Scoring at a Dubai UAE bank.
Who Should Apply?
- Credit Risk Model Developers — IFRS 9 Specialists: With proven PD, EAD, and LGD model development experience — IFRS 9 ECL calculation, stress testing, and retail credit risk modelling in a UAE, GCC, or international banking environment
- Retail Scorecard Developers — UAE Banking: With hands-on application, behaviour, and collections scorecard development experience — using logistic regression, statistical segmentation, and model governance frameworks in retail lending portfolios
- Model Validation & Governance Specialists: With experience supporting or leading model validation, maintaining model inventories, and ensuring model governance compliance with internal policy and external regulatory requirements
- Quantitative Risk Analysts — SAS / R / Python: With proficiency in quantitative analytical tools applied to credit risk modelling, scorecard development, and statistical analysis of retail banking portfolio data
- Dubai-Based Senior Risk Analytics Professionals: With UAE or GCC banking credit risk experience — seeking an AVP-level role with full model lifecycle ownership, senior management visibility, and accountability for IFRS 9 compliance across a retail lending portfolio
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