Specialist- Capital Analytics

JOB PURPOSEThe 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 ACCOUNTABILITIESPillar 1 CAR Computations and Pillar 3 DisclosuresCollaborate with relevant stakeholders to gather necessary data and inputs for CAR computationsReview Risk-Weighted Assets (RWA) outputs generated from the Basel system (Ambit Capital Manager)Ensure the accuracy and completeness of RWA calculationsCollaborate with the IT and Risk teams to address any discrepancies or issues in the RWA outputsAssist in the updating and finalizing the Pillar 1 capital charges for Credit Market and Operational RiskEnsure accurate and timely calculation of CAR as per Basel III requirementsSupport the preparation of Pillar 3 disclosures ensuring compliance with Basel III disclosure requirementsAssist in the compilation and presentation of disclosure reports to internal and external stakeholdersMaintain and update disclosure templates and ensure consistency in reportingPillar 2 and Stress Testing ComputationsSupport in the quantification of Pillar 2 risks like Credit Concentration risk Compliance risk and others as requiredAssist in the Credit Risk Stress testing process and execution of stress testing scenarios including macro-economic management idiosyncratic and reverse stress testsContribute to the preparation of stress testing and related reportsQualifications :Minimum Qualifications:Graduate / Post Graduate degree in Business / Finance preferredFRM certification would be an advantageMinimum Experience:3-5 years of Risk Management experience preferably in capital management risk analytics or a similar roleKnowledge Skills and Attributes:Proficiency in Microsoft Excel and other data analysis toolsExceptional analytical skillsAttention to detail and accuracyExcellent verbal and written communication abilitiesRemote Work :NoEmployment Type :Full-time#J-18808-Ljbffr