Specialist- Capital Analytics
صاحب العمل نشط
حالة تأهب وظيفة
سيتم تحديثك بأحدث تنبيهات الوظائف عبر البريد الإلكتروني
شارك هذه الوظيفة
حالة تأهب وظيفة
سيتم تحديثك بأحدث تنبيهات الوظائف عبر البريد الإلكتروني
الوصف الوظيفي
JOB PURPOSE:
The candidate would play a supporting role in the Portfolio Capital Management Basel & Risk Analytics team within the Group Risk function for various regulatory and internal requirements. The primary focus will be on Pillar 1 Capital Adequacy Ratio (CAR) computations and Pillar 3 disclosures as per CBUAE / Basel regulations. Additionally the candidate will provide support in Pillar 2 and stress testing computations.
KEY ACCOUNTABILITIES:
Pillar 1 CAR Computations and Pillar 3 Disclosures:
- Collaborate with relevant stakeholders to gather necessary data and inputs for CAR computations
- Review Risk-Weighted Assets (RWA) outputs generated from the Basel system (Ambit Capital Manager)
- Ensure the accuracy and completeness of RWA calculations
- Collaborate with the IT and Risk teams to address any discrepancies or issues in the RWA outputs
- Assist in the updating and finalizing the Pillar 1 capital charges for Credit Market and Operational Risk
- Ensure accurate and timely calculation of CAR as per Basel III requirements
- Support the preparation of Pillar 3 disclosures ensuring compliance with Basel III disclosure requirements
- Assist in the compilation and presentation of disclosure reports to internal and external stakeholders
- Maintain and update disclosure templates and ensure consistency in reporting
Pillar 2 and Stress Testing Computations:
- Support in the quantification of Pillar 2 risks like Credit Concentration risk Compliance risk and others as required
- Assist in the Credit Risk Stress testing process and execution of stress testing scenarios including macro-economic management idiosyncratic and reverse stress tests.
- Contribute to the preparation of stress testing and related reports
Qualifications :
Minimum Qualifications:
- Graduate / Post Graduate degree in Business / Finance preferred
- FRM certification would be an advantage
Minimum Experience:
- 3-5 years of Risk Management experience preferably in capital management risk analytics or a similar role
Knowledge Skills and Attributes:
- Proficiency in Microsoft Excel and other data analysis tools
- Exceptional analytical skills
- Attention to detail and accuracy
- Excellent verbal and written communication abilities
Remote Work :
No
Employment Type :
Full-time
نوع التوظيف
دوام كامل
