AVP- Capital Analytics

First Abu Dhabi Bank; Abu Dhabi; On-site; AED 200,000 - 300,000; Full time

Job summary

A leading banking institution in Abu Dhabi is seeking an AVP Capital Analytics to lead Basel III regulatory compliance efforts. The ideal candidate will have 6-8 years of experience in Risk Management, strong analytical skills, and a solid understanding of Basel III and UAE Central Bank regulations. This full-time role focuses on capital analytics, stakeholder engagement, and data management. Candidates should be proficient in Excel, R, and Python. Remote work is not an option.

Qualifications

• 6-8 years in Risk Management / Risk Consulting with at least 2-4 years of Basel related experience.
• Strong understanding of UAE Central Bank regulations.
• Proficiency in financial modelling.

Responsibilities

• Lead computation and validation of Pillar 1 capital requirements.
• Ensure accurate CAR reporting in line with Basel III.
• Prepare and review Pillar 3 disclosures.

Skills

Understanding of Basel III framework

Analytical skills

Proficiency in Excel

Working knowledge of R

Communication abilities

Education

Post Graduate degree in Business / Finance

CFA / FRM certifications

Tools

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