Specialist- Capital Analytics
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Job Description
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
Employment Type
Full-time
