Job description / Role
An excellent opportunity has arisen for an ICAAP Analytics Manager role to join the Risk Analytics team at a leading bank based in the UAE. The team is responsible for performing Risk Analytics, ranging from core Risk MIS to advanced analytics inclusive of Score Econometric Models, IFRS 9 expected loss measurement, loss forecasting and stress testing.
Responsibilities of the ICAAP Analytics Manager:
• To lead the management of ICAAP/Stress Test for the bank.
• To provide analytical support on economic capital model assessment and perform computations and quantifications or statistical modelling.
• To author ICAAP Framework and Stress Testing Standards in line with regulatory requirements or international standards, incorporating Pillar II concepts, adhering to the overall framework.
• To represent the bank at stress testing/ICAAP meetings with Central Bank
• To support the revised IFRS9 reporting standard using expected loss.
The ICAAP Analytics Manager must have:
• Graduate of Engineering Finance, banking or equivalent
• 8-10 years work experience in banking and financial services.
• Strong IRB credit models, economic capital, portfolio analytics and performed stress testing exposure.
• Excellent skills of working on SAS, SQL, C, VBA
About the Company
Robert Walters is one of the world's largest specialist professional recruitment consultancies with 53 offices spanning 24 countries.
We've helped thousands of professionals find permanent, contract and interim roles with leading global corporations, small to medium sized companies and innovative start ups. Our specialist recruitment focus includes: accountancy and finance, banking, engineering, operations, legal, IT, sales, marketing, procurement & logistics, HR and support/administration.