Specialist- Capital Analytics

First Abu Dhabi Bank; Abu Dhabi; On-site; AED 120,000 - 200,000; Full time

Job summary

A leading financial institution in Abu Dhabi seeks a candidate for the Risk Management team, focusing on capital adequacy and regulatory compliance. The role involves supporting Pillar 1 CAR computations and Pillar 3 disclosures under Basel regulations, along with participation in stress testing processes. Ideal applicants should have a degree in Business or Finance, 3-5 years of relevant experience, and strong analytical skills. This full-time role does not support remote work.

Qualifications

• 3-5 years of Risk Management experience, especially in capital management.
• Experience in risk analytics is a plus.

Responsibilities

• Collaborate with stakeholders for CAR computations.
• Review RWA outputs from the Basel system.
• Ensure accuracy of RWA calculations.
• Support preparation of Pillar 3 disclosures.
• Assist in stress testing and related reports.

Skills

Proficiency in Microsoft Excel

Exceptional analytical skills

Attention to detail

Excellent verbal communication

Excellent written communication

Education

Graduate/Post Graduate degree in Business/Finance

FRM certification

Job description

JOB PURPOSE

The candidate would play a supporting role in the Portfolio Capital Management Basel & Risk Analytics team within the Group Risk function for various regulatory and internal requirements. The primary focus will be on Pillar 1 Capital Adequacy Ratio (CAR) computations and Pillar 3 disclosures as per CBUAE / Basel regulations. Additionally the candidate will provide support in Pillar 2 and stress testing computations.

KEY ACCOUNTABILITIES

Pillar 1 CAR Computations and Pillar 3 Disclosures

• Collaborate with relevant stakeholders to gather necessary data and inputs for CAR computations
• Review Risk-Weighted Assets (RWA) outputs generated from the Basel system (Ambit Capital Manager)
• Ensure the accuracy and completeness of RWA calculations
• Collaborate with the IT and Risk teams to address any discrepancies or issues in the RWA outputs
• Assist in the updating and finalizing the Pillar 1 capital charges for Credit Market and Operational Risk
• Ensure accurate and timely calculation of CAR as per Basel III requirements
• Support the preparation of Pillar 3 disclosures ensuring compliance with Basel III disclosure requirements
• Assist in the compilation and presentation of disclosure reports to internal and external stakeholders
• Maintain and update disclosure templates and ensure consistency in reporting

Pillar 2 and Stress Testing Computations

• Support in the quantification of Pillar 2 risks like Credit Concentration risk Compliance risk and others as required
• Assist in the Credit Risk Stress testing process and execution of stress testing scenarios including macro-economic management idiosyncratic and reverse stress tests
• Contribute to the preparation of stress testing and related reports

Qualifications :

Minimum Qualifications:

• Graduate / Post Graduate degree in Business / Finance preferred
• FRM certification would be an advantage

Minimum Experience:

• 3-5 years of Risk Management experience preferably in capital management risk analytics or a similar role

Knowledge Skills and Attributes:

• Proficiency in Microsoft Excel and other data analysis tools
• Exceptional analytical skills
• Attention to detail and accuracy
• Excellent verbal and written communication abilities

Remote Work :

No

Employment Type :

Full-time