Company: Talent Pal
Location: Riyadh Saudi Arabia
Employment Type: Full-time
Description:
Capital Planning Manager
Job Description
The Capital Planning manager maintains thepolicy for Expected Credit Loss (ECL) and Internal Capital AdequacyAssessment Processes (ICAAP). The job holder is responsible formaintaining the RAROC/EVA pricing model and answering all queriesthe business units may have on the pricing model . The job holderis also responsible for preparing the ICAAP submissions to the CBBand the CBBUAE and advising GIBs subsidiaries on preparation oftheir ICAAP.
KeyAccountabilities
ECL
• Own maintain and implement the ECLpolicy
• Perform ECL calculations and explainvariances
• Maintain/Update inputs for the ECLand liase with IT to automate the ECLprocess
• Provide impact analysis on the impacton ECL of planned transactions
• Ensurecompleteness of transactions for the ECLcomputations
• Prepare workings for the variousECL disclosures for the financialstatements
• Update the models maintained toconvert TTC PDs to PIT PDs taking into account macroeconomicforecasts
•… Ensure inputs to the ECL calculation(PDs LGDs Collateral etc) are regularlyupdated
• Liase with auditors and consultants onthe ECL calculation
• Serve as the point ofcontact for Finance with other stake holders involved in the ECLcalculation
RAROC /EVA
• Own and maintain theRAROC/EVA pricing model and answer any queries business units mayhave
• Perform the monthly RAROC calculation atthe customer level for reporting in the monthlyMIS
• Ensure inputs to the RAROC model (PDs LGDsCollateral Cost of Funds Operating costs) are regularlyupdated
• Liase with Treasury to prepare the FTPrates for ALCO approval
• Assist the head of theBalance sheet Management in the maintenance of the FTPpolicy
ICAAP
• Own and maintain the ICAAP policy andthe capital management policy
• Preparation ofGroup ICAAP and CBB UAE ICAAP in accordance with the rulesprescribed by the regulators .
• Liaise withbusiness units and cost centres to assess Pillar 1 capital andPillar 2 capital for all risks of theBank.
• Liaise with Risk Management on theenterprise wide stress testing to be included in theICAAP
• Review the ICAAPs of subsidiaries andassess impact on Group and provide them technicalsupport
Others
• Oversee and report on the Groupscredit portfolio and staging
• Prepare adhocreports for management
Team management
Manage and developthe Capital Planning teams across the Group ensuring appropriateskills capacity training and business resilience while supportingthe team members in their career progression.
Developdocument and implement with regular review the succession plan toensure continuity of the unit.
Skills
Qualifications:
Postgraduate degree in Finance; or MBA/MSc inFinance Chartered Accountant
ProfessionalCertifications:
• CFA
• Riskcertification such as FRM/PRM will be anadvantage
Experience:
• Minimum 8 years experience in Bankingor a similar consulting role with specific focuson
• Finance risk management regulatory reportingand/ or capital management
Skills:
• Indepth knowledge of the regulatoryframeworks (such as Basel and CBB)
• Workingknowledge of RAROC methodologies
• Good productknowledge for Banking products
• Strong numericaland analytical skills
• Good communicationskills
JobID
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