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AVP- Capital Analytics

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JOB PURPOSE:

The AVP Capital Analytics will play a pivotal role in supporting the capital management function by leading and executing key components of Basel III regulatory compliance. The role focuses on Pillar 1 CAR computations RWA review and optimisation Pillar 3 disclosures while also contributing to Pillar 2 and stress testing analytics. The candidate will ensure high-quality regulatory submissions internal capital planning and optimization initiatives.

KEY ACCOUNTABILITIES:

Group wide Basel III calculation reporting and regulatory compliance:

  • Lead the computation and validation of Pillar 1 capital requirements across Credit Market and Operational Risk using standardized approaches.
  • Ensure timely and accurate CAR reporting in line with Basel III and UAE Central Bank requirements.
  • Review and validate Risk-Weighted Assets (RWA) outputs generated from the Basel system (Ambit Capital Manager) ensuring accuracy consistency and alignment with regulatory logic.
  • Analyse monthly trends in RWA and capital ratios and provide commentary for senior management reporting.
  • Collaborate with IT to resolve data or logic issues and support system enhancements.
  • Conduct periodic RWA optimization reviews to identify opportunities for capital efficiency (e.g. rating adjustments exposure classification).

 

Pillar 3 Disclosures:

  • Prepare and review Pillar 3 disclosures for quarterly and annual reporting ensuring alignment with Basel III standards and regulatory expectations.
  • Coordinate with Finance Risk and Regulatory Reporting teams to ensure consistency and accuracy of disclosures.
  • Maintain and update disclosure templates and ensure timely publication in line with internal and external timelines.

 

Pillar 2 and Stress Testing Analytics:

  • Support the development and execution of ICAAP including scenario design capital projections and risk quantification.
  • Contribute to enterprise-wide stress testing exercises (macro idiosyncratic reverse) including model execution result interpretation and documentation.
  • Understand and execute the existing R / Python codes used for Pillar 2 and stress testing computations.
  • Identify opportunities for continuous improvement and further automation of existing processes by developing new codes using R / Python.

 

Stakeholder Engagement MIS and Governance:

  • Collaborate with Finance Business Risk and Regulatory Reporting teams to ensure alignment on capital metrics and methodologies.
  • Respond to internal and external audit queries and support regulatory inspections
  • Maintain documentation and process notes for Basel-related regulatory changes and internal methodologies.
  • Support and provide any information including MIS and related presentations required for GRC BRESGC or senior management reporting for them to take informed decisions with respect to capital adequacy

Qualifications :

Minimum Qualifications:

  • Post Graduate degree in Business / Finance preferred
  • CFA / FRM certifications would be preferred

Minimum Experience:

  • 6-8 years in Risk Management / Risk Consulting with at least 2-4 years of Basel related experience

Knowledge Skills and Attributes:

  • Strong understanding of Basel III framework and UAE Central Bank regulations
  • Proficiency in Excel data tools and financial modelling
  • Working knowledge of R / Python is preferred
  • Overall knowledge of banking systems
  • Exceptional analytical skills
  • Excellent verbal and written communication abilities


Remote Work :

No


Employment Type :

Full-time

نوع التوظيف

دوام كامل

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