Assistant Manager - Risk Analytics | Dubai, UAE

Assist in the determination of banks capital requirement based on Basel Capital Accords for Pillar-I, Pillar-II, Pillar-III risks and Stress Testing using qualitative and quantitative assessment and analysis of all risk issues.

Key Responsibilities

1. Assist in meeting CB-UAE reporting requirements of the Basel Capital Accords for Credit, Market and Operational Risk.
2. Assist in the design, construction and delivery of Basel Capital Accords internal reporting related to capital requirements to senior management.
3. Support in the development and implementation of models in risk management with a focus on Credit Risk, Market Risk, and Operational Risk related to Basel Capital Accords and CB-UAE Basel Regulatory reporting requirements and guidelines.
4. Assist in developing Capital Adequacy reports for Stressed Credit Economic Scenarios.
5. Assist in Validation of Capital Computation on the group level with the Central Bank Examiners.
6. Develop and report the ICAAP Pillar I & Pillar III report as per CB-UAE Basel Regulatory reporting requirements and guidelines.
7. Assist Head of ICAAP in the development of futuristic Capital plan for the strategic planning of capital management.
8. Assist in developing Stress Tests and Economic scenario analysis for capital planning.
9. Ensure compliance with the approved policies, procedures, SLAs, and regulatory requirements to maintain quality standards and ensure risk mitigation.
10. Ensure all assigned tasks and projects are executed within the approved policies, procedures, and SLAs of the department.

Education

Minimum Bachelor's degree (Business, Statistics & Economics)

Work Experience

Min 4-6 years of experience in Basel-II, capital computation in Pillar I & II