Overview
Lead – Group Capital Analytics Jobs in Dubai, United Arab Emirates at Emirates NBD
Title: Lead – Group Capital Analytics
Company: Emirates NBD
Location: Dubai, United Arab Emirates
Job Role
The role in ICAAP and Stress Test is a highly specialized technical function which requires a very defined set of skills and experience in ICAAP, Stress Testing, regulatory compliance, understanding of financial statements, analytics mindset and people management experience. This position covers various aspects of the Bank’s capital computation and analysis, Stress Testing, and ICAAP / Pillar 2 requirements.
To support and manage the overall annual ICAAP and CBUAE Stress Test capital projection.
To perform and support Pillar 2 Concentration Risk computation including the enhancement of the working process to increase efficiency.
To support the development and maintenance of all ICAAP and Stress Test governance framework, policies, and standards.
To assist with the coordination with stakeholders on ICAAP and Stress Test related matters.
To support with the data preparation for impact analysis / studies and preparation of discussion materials on the implications for discussion with stakeholders (e.g., training, information packs).
To support Group at Stress Testing / ICAAP meetings at Central Bank, external stakeholders to discuss technical issues.
To assist and manage economic data forecast for Baseline and stressed condition with Moody’s Analytics.
To support the Unit Head in updates to GRC, BRC, EXCO or other risk committees on technical assessment and application for ICAAP and Stress Test related matters.
Education
Masters or equivalent in a recognized university in a quantitative field
Professional qualifications
Experiences
Actual hands-on experience in ICAAP and Stress Testing (>3 years)
Worked in an IRB accredited bank
Stakeholder management (>1 years)
Regulatory Capital implementation and management
Economic capital, RAROC, Concentration Risk, portfolio analytics
Strong communication skills (>3 years)
Exposure to IRB / IFRS9 credit models for wholesale and retail
Knowledge & Skills
Strong numeric abilities
Mathematical concepts understanding
Strong commercial understanding of numeric computations
Understanding of economics and econometrics forecasting
Central banks regulatory / IFRS9 / Basel III requirements
Pillar II technical models, methodologies
Behavioral Competencies
Accurate, consistent and meticulous in delivery of work
Focus on timelines, while maintaining quality
Patient, while result and achievement driven, strong feel for numbers
Good listener and perceptive
