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...