Head of Basel Analytics & Capital Models

Overview

Role: Head of Basel Analytics & Capital Models

Location: Abu Dhabi

Role Purpose:

• The role requires supervision of the enterprise-wide exercises aimed at assessment of Capital Adequacy such as ICAAP Stress Testing and computation of Economic Capital.
• The role requires strong analytical capabilities communication and interaction with all key stakeholders within the bank.
• It also contributes to the monitoring of risk models and computation of monthly ECL.
• The role requires robust quantitative skills independent thinking and articulate communication skill to interact with a diverse range of stakeholders within Group Risk.
• The role is also required to coordinate the annual budget process for Group Risk Management.
• The role is also required to act as coordinator on behalf of ERM for the Business Continuity Management function.

Key accountabilitie...