Specialist- Capital Analytics

First Abu Dhabi Bank (FAB)

Join the UAE s largest bank and one of the world s largest and safest financial institutions. Our focus is to create value for our employees, customers, shareholders and communities to grow through differentiation, agility and innovation. We are looking for top talent and your success is our success. Accelerate your growth as you help us reach our goals and advance your career. Be ready to make your mark a top company, in an exciting and dynamic industry.

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
  
  

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