Head of Basel Analytics & Capital Models

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

Job summary

A leading bank in Abu Dhabi is seeking a Head of Basel Analytics & Capital Models to oversee enterprise-wide assessments of Capital Adequacy. The successful candidate will have extensive experience in risk management, strong analytical skills, and the ability to manage multiple projects. This role is crucial for ensuring compliance with Basel II & III and IFRS9 regulations, contributing to the bank's strategic risk management initiatives.

Qualifications

• 10-15 years of relevant risk management experience.
• Professional qualifications such as CA, ACCA, FRM, CFA, or PRM are preferred.
• Extensive knowledge of risk management best practices.

Responsibilities

• Supervise ICAAP execution and lead stress testing.
• Lead monthly ECL calculation process.
• Coordinate annual budgeting for Group Risk Management.

Skills

Analytical skills

Communication skills

Stakeholder interaction

Education

Bachelor of Business Administration (Management)

Professional qualifications (CA, ACCA, FRM, CFA, PRM)

Job description

Head of Basel Analytics & Capital Models

Bachelor of Business Administration (Management)

Nationality: Any

Vacancy: 1

Job Description

Role: Head of Basel Analytics & Capital Models

Role Purpose:

The role involves supervising enterprise-wide assessments of Capital Adequacy, such as ICAAP, Stress Testing, and Economic Capital computation. It requires strong analytical, communication, and stakeholder interaction skills. The role also includes monitoring risk models, monthly ECL computation, coordinating the annual risk management budget, and acting as the ERM coordinator for Business Continuity Management.

Key responsibilities:

1. Basel Analytics: Supervise ICAAP execution, including stakeholder coordination, financial modeling, and reporting to senior management and the board. Lead enterprise-wide stress testing, interpret regulatory requirements, assess economic stresses, review model outputs, and recommend framework improvements. Contribute to scenario construction and model development, and support model validation aligned with IFRS9 and Basel standards.
2. Monthly ECL computation for IBG: Lead the monthly ECL calculation process and communicate results to stakeholders.
3. Other responsibilities: Coordinate annual budgeting for Group Risk Management, oversee Business Continuity Management, draft and maintain relevant policies, and manage auditor categories for business units.

Education and experience:

10-15 years of relevant risk management experience. Professional qualifications such as CA, ACCA, FRM, CFA, or PRM are preferred.

Additional requirements:

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

Company Industry

• Banking
• Broking

Department / Functional Area

• Administration

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