Head of Basel Analytics & Capital Models | Abu Dhabi, UAE

ADIB - Abu Dhabi Islamic Bank; Abu Dhabi; On-site; AED 300,000 - 450,000; Full time

Job summary

A leading financial institution in Abu Dhabi is seeking a Head of Basel Analytics & Capital Models to oversee capital adequacy assessments, manage risk models, and lead regulatory stress testing. The ideal candidate will have extensive experience in risk management and strong analytical skills, ensuring compliance with Basel standards and IFRS9 regulations.

Qualifications

• 10-15 years of relevant risk management experience.

Responsibilities

• Supervise ICAAP execution and lead enterprise-wide regulatory stress testing.
• Lead monthly ECL calculations and communicate results.
• Coordinate annual budgeting for Group Risk Management.

Skills

Analytical Skills

Communication Skills

Education

CA

ACCA

FRM

CFA

PRM

Job description

Head of Basel Analytics & Capital Models

Job Title: Head of Basel Analytics & Capital Models

Location: Abu Dhabi, United Arab Emirates

Job Description

Role Purpose:

• Supervise enterprise-wide assessments of Capital Adequacy such as ICAAP, Stress Testing, and Economic Capital computation.
• Maintain strong analytical capabilities, communicate effectively, and collaborate with key stakeholders within the bank.
• Monitor risk models and compute monthly Expected Credit Loss (ECL).
• Apply robust quantitative skills, independent thinking, and articulate communication to engage with stakeholders within Group Risk.
• Coordinate the annual budget process for Group Risk Management.
• Act as the ERM coordinator for Business Continuity Management.

Key Responsibilities

Basel Analytics:

• Supervise ICAAP execution, including planning, stakeholder coordination, financial modeling, and reporting to senior management and the Board.
• Lead enterprise-wide regulatory and internal stress testing, interpreting regulatory requirements, assessing economic stresses, and reviewing outputs with recommendations for framework improvements.
• Review scenario construction and statistical models.
• Develop and maintain capital-related models, supporting research, design, calibration, and validation in line with IFRS9 and Basel standards.

Monthly ECL Computation for IBG:

• Lead monthly ECL calculations and communicate results to stakeholders.

Additional Responsibilities:

• Coordinate annual budgeting for Group Risk Management and conduct expense reviews.
• Manage Business Continuity Management coordination.
• Draft and maintain policies such as Risk Governance, Risk Appetite, Stress Testing, and ICAAP policies.
• Maintain auditor category lists for Business Units.

Qualifications & Experience

• 10-15 years of relevant risk management experience.
• Professional qualifications (CA, ACCA, FRM, CFA, PRM, etc.).

Additional Requirements

• Strong knowledge of risk management practices, Basel II & III, IFRS9 regulations.
• Excellent analytical, research, and communication skills.
• Deep understanding of risk policies, financial reporting standards, and banking operations.
• Ability to manage multiple tasks independently under pressure.