Head – Risk Governance & Analytics In UAE
Company: Al Masraf – Abu Dhabi Office.
Position: Head – Risk Governance & Analytics.
Main Responsibilities:
• Develop Risk Strategy & Appetite
• Monitor exposure to credit & market risk
• ICAAP, Pillar III Disclosures, Liquidity Regulations
• Develop, implement, and monitor Credit, Market and Liquidity Risk policies and framework.
• Models for PD, RAROC, LGD, Stress Testing and VaR.
• IFRS 9 calculation and impairment. Periodic stress testing
• Lead teams for model development, validation, model assumptions, model implementation
• Individual credit risk monitoring of the entire portfolio. Regulatory and risk reporting.
Requirements:
• Relevant degree
• 15 years banking experience with 5 years in Sr. role in Risk / Credit
Location:
• Abu Dhabi – Head Office