AVP- Capital Analytics

JOB PURPOSE:

The AVP – Capital Analytics will play a pivotal role in supporting the capital management function by leading and executing key components of Basel III regulatory compliance. The role focuses on Pillar 1 CAR computations, RWA review and optimisation, Pillar 3 disclosures, while also contributing to Pillar 2 and stress testing analytics. The candidate will ensure high-quality regulatory submissions, internal capital planning, and optimization initiatives.

KEY ACCOUNTABILITIES:

Group wide Basel III calculation, reporting and regulatory compliance:

• Lead the computation and validation of Pillar 1 capital requirements across Credit, Market, and Operational Risk using standardized approaches.
• Ensure timely and accurate CAR reporting in line with Basel III and UAE Central Bank requirements.
• Review and validate Risk-Weighted Assets (RWA) outputs generated from the Basel system (Ambit Capital Manager), ensuring accuracy, consistency, and alignment with regulatory logic.
• Analyse monthly trends in RWA and capital ratios and provide commentary for senior management reporting.
• Collaborate with IT to resolve data or logic issues and support system enhancements.
• Conduct periodic RWA optimization reviews to identify opportunities for capital efficiency (e.g., rating adjustments, exposure classification).

Pillar 3 Disclosures:

• Prepare and review Pillar 3 disclosures for quarterly and annual reporting, ensuring alignment with Basel III standards and regulatory expectations.
• Coordinate with Finance, Risk, and Regulatory Reporting teams to ensure consistency and accuracy of disclosures.
• Maintain and update disclosure templates and ensure timely publication in line with internal and external timelines.

Pillar 2 and Stress Testing Analytics:

• Support the development and execution of ICAAP, including scenario design, capital projections, and risk quantification.
• Contribute to enterprise-wide stress testing exercises (macro, idiosyncratic, reverse), including model execution, result interpretation, and documentation.
• Understand and execute the existing R / Python codes used for Pillar 2 and stress testing computations.
• Identify opportunities for continuous improvement and further automation of existing processes by developing new codes using R / Python.

Stakeholder Engagement, MIS and Governance:

• Collaborate with Finance, Business Risk, and Regulatory Reporting teams to ensure alignment on capital metrics and methodologies.
• Respond to internal and external audit queries, and support regulatory inspections
• Maintain documentation and process notes for Basel-related regulatory changes and internal methodologies.
• Support and provide any information including MIS and related presentations required for GRC, BRESGC or senior management reporting for them to take informed decisions with respect to capital adequacy

Minimum Qualifications:

• Post Graduate degree in Business / Finance preferred
• CFA / FRM certifications would be preferred

Minimum Experience:

• 6-8 years in Risk Management / Risk Consulting with at least 2-4 years of Basel related experience

Knowledge, Skills, and Attributes:

• Strong understanding of Basel III framework and UAE Central Bank regulations
• Proficiency in Excel, data tools, and financial modelling
• Working knowledge of R / Python is preferred
• Overall knowledge of banking systems
• Exceptional analytical skills
• Excellent verbal and written communication abilities