banking jobs in UAE | Abu Dhabi Commercial Bank careers
Abu Dhabi Commercial Bank announced, through its Linkedin account, a bank job in uae (Head Model Validation & Governance - Market Risk) according to the following:
- Maintain a comprehensive inventory of TMLR models along with model performance, review frequency, key model issues, this includes oversight of the Model Risk Framework for all ADCB Subsidiaries, to maintain accuracy and consistency
- Quantify model risk and develop the risk appetite for model risk as a quantifiable model to enable appropriate action/policy decisions to be taken.
- Stress Testing and Models: Validate pertinent TMLR stress testing models to ensure that the ECL computation for the Bank is accurate.
- Internal Capital Adequacy Assessment Process (ICAAP):
- Validate the ICAAP process, models and reporting to mitigate all risk and ensure the correct capital assessment for the Bank as related to TMLR matters.
- At least 10 years of experience in quantitative risk management that includes end-to-end development and/or validation of treasury, market, and liquidity risk models.
- Bachelor’s Degree from a well-recognised university in a quantitative discipline
- Masters or PhD in a quantitative discipline (e.g., Mathematics, Statistics, , Actuarial Science, Financial Engineering, Mathematical Finance, Engineering or Physics, Finance or Economics)
- MS Office (Word, Excel, PowerPoint, Outlook)
- Excellent written and spoken English
- Excellent communication skills across a range of different stakeholders
- Well organised and independent work method
- Analytical thinking, goal driven with a capability of prioritisation
- Advanced programming skills in Python, SQL, VBA (knowledge of R, MATLAB or SAS is an asset)
- Advanced knowledge of MUREX and Bloomberg systems
- Experience in Data Management.
To know more details about the vacancy and how to apply kindly check the link below:
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