Assistant Manager Model Risk Management
Location
, , pakistan, , , pakistan
Job Type
Full-time
Category
Finance
Posted
June 07, 2026
The purpose of this role is to assist in end-to-end management of model risk within Mashreq group; focusing on model validation and its related activities. The role involves working on PD, EAD, LGD and Macroeconomic models from Credit Risk as well as VaR/PSRE/CVA/FRTB models from Market Risk.
Operating Environment, Framework and Boundaries, Working Relationships:
Regular interaction and working relationship with:
- Wholesale Risk Management
- Group Finance and CAD
- Audit & Compliance
- Business Units
Problem Solving:
Candidate must possess the following skills:
- Sound understanding Bank Wide Risk Analytics – especially in credit and market risk model development/validation including PD, EAD & LGD model development for Retail and Wholesale portfolios
- Sound knowledge of regulatory frameworks such as Basel and IFRS 9.
- Proactive and hands‑on approach towards answering com...