Assistant Manager
5 days ago
Assist in the determination of banks capital requirement based on Basel Capital Accords for Pillar-I, Pillar-II, Pillar-III risks and Stress Testing using qualitative and quantitative assessment and analysis of all risk issues.
Key Responsibilities
- Assist in meeting CB-UAE reporting requirements of the Basel Capital Accords for Credit, Market and Operational Risk.
- Assist in the design, construction and delivery of Basel Capital Accords internal reporting related to capital requirements to senior management.
- Support in the development and implementation of models in risk management with a focus on Credit Risk, Market Risk, and Operational Risk related to Basel Capital Accords and CB-UAE Basel Regulatory reporting requirements and guidelines.
- Assist in developing Capital Adequacy reports for Stressed Credit Economic Scenarios.
- Assist in Validation of Capital Computation on the group level with the Central Bank Examiners.
- Develop and report the ICAAP Pillar I & Pillar III report as per CB-UAE Basel Regulatory reporting requirements and guidelines.
- Assist Head of ICAAP in the development of futuristic Capital plan for the strategic planning of capital management.
- Assist in developing Stress Tests and Economic scenario analysis for capital planning.
- Ensure compliance with the approved policies, procedures, SLAs, and regulatory requirements to maintain quality standards and ensure risk mitigation.
- Ensure all assigned tasks and projects are executed within the approved policies, procedures, and SLAs of the department.
Education
Minimum Bachelor's degree (Business, Statistics & Economics)
Work Experience
Min 4-6 years of experience in Basel-II, capital computation in Pillar I & II
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