Lead - Risk Governance & Analytics

Job Summary

Responsible for maintaining, coordinating, and managing activities related to risk framework & governance, risk appetite, management of committee framework, policies, and framework, regulatory requirements

Basic Qualifications, Skills & Experience

• Master's degree such as Chartered Accountant (CA), MBA Finance, or Risk Management certification
• Over 8-10 years of Banking Experience with 5-7 years in Risk Governance/ Credit Risk/Analytics
• MS Office (Excellent), Credit Lens, Impairment Calc., etc.
• Knowledge of Credit Risk Assessment, Basel, Pillar III, ICAAP, Recovery Planning, IFRS 9 ECL, CBUAE guidelines etc.
  
  

Preferred Qualifications, Skills & Experience

• Risk Management certifications such as FRM, PRM etc.
• Knowledge of program language(s), would be an advantage
  
  

Main Accountabilities (Maximum Of 10)

• Complying with regulatory requirements for
• Prepare annual and periodic ICAAP and Stress Testing report
• Develop and maintain annual recovery planning framework in coordination with Finance
• Running regulatory stress test (bottom-up) as per CBUAE requirements as per the required frequency
• Developing and running internal credit risk stress testing for all relevant portfolios
• Proactively reviewing other regulatory guidelines (local and international) related to risk governance from time to time
• Risk monitoring and reporting for senior management
• Support in preparing quarterly Risk Dashboard and enhance the same on regular basis.
• Submission of relevant information to MRC/BRC/Board
• Preparation of granular portfolio risk reports
• Maintenance of Credit Lens or other risk rating tools
• Contribute and provide risk related inputs into RAROC or any other credit related system.
• Risk Governance/ Risk Appetite
• Development and maintenance of Risk Appetite Statement and Caps / Limits/ Credit Strategy & Portfolio Caps/ Guidance on Industry Standards & Outlook.
• Maintenance and update of gap assessment of all regulatory requirements related to Risk Governance area.
• Risk Policies/ Framework
• Timely maintenance and update of risk governance policies and ensure implementation of these policies.
• Review of policies owned by credit and product program owned business.
• Guidance on Regulatory Issues pertaining to Risk and Credit, aligning the policies in line with CBUAE guidelines.
• Others
• Work as a back-up for IFRS9 calculation and related work
• Developing and maintenance of risk data infrastructure related to above activities
• Supporting data management team to identify the sources, automate the sourcing, establish mechanism to measure, monitor and improve data quality and any other tasks to meet CBUAE requirements on data management
• Any other work assigned by Head of the Department/ CRO
• To work in co-ordination with other departments of the Bank, specifically CRM, CAD, Monitoring, IT and Finance.
• Co-ordination with internal and external auditors in relation to areas of credit risk.