AVP- Capital Analytics

First Abu Dhabi Bank; Abu Dhabi; On-site; AED 250,000 - 520,000; Full time

Job summary

First Abu Dhabi Bank seeks an AVP Capital Analytics to lead Basel III regulatory compliance, CAR calculations, RWA review, Pillar 3 disclosures and ICAAP/stress testing analytics in Abu Dhabi.

The role emphasizes high-quality regulatory submissions, cross-functional collaboration with Finance, Risk, IT and regulatory reporting teams, and continuous process improvement through automation using R/Python and Excel.

Qualifications

• 6–8 years in Risk Management / Risk Consulting with at least 2–4 years of Basel related experience.
• Post Graduate degree in Business or Finance preferred.
• CFA or FRM certifications would be preferable.
• Strong Basel III knowledge and UAE Central Bank regulations.
• Proficiency in Excel data tools and financial modelling.

Responsibilities

• Lead Pillar 1 capital requirements computation across risk types with validated outputs.
• Ensure CAR reporting aligns with Basel III and UAE Central Bank requirements.
• Review Basel system outputs (Ambit Capital Manager) for accuracy and consistency.
• Analyze monthly RWA trends and provide management commentary.
• Support Pillar 2 and ICAAP and contribute to stress testing analytics.

Skills

Basel III knowledge

Regulatory reporting

Financial modelling

Excel proficiency

Analytical skills

Communication skills

R/Python

Education

Postgraduate degree in Business/Finance

CFA/FRM certifications would be preferred

Tools

Ambit Capital Manager

Excel

R

Python

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