AVP- Capital Analytics
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Job Description
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
Employment Type
Full-time
