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Manager, ICAAP Capital Aggregation

Employer
Idex Consulting
Location
Al Shahaniyah, Qatar
Salary
Negotiable
Closing date
Aug 13, 2021

View more

Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
In this role you will:
  • work closely with Group wide stakeholders across Risk, Treasury, Financial Control & IT.
  • be the custodian of ICAAP to ensure continued enhancement to the capital management process, documentation & roll-out.
  • help develop the groups Economic Capital agenda.
  • liaise with regulators on any ICAAP issues and prepare annual ICAAP submission.
  • assist in the setting & documentation of the Group Capital Management strategy including;
    • strategic use of capital
    • risk appetite management
    • targeted return linking into targeted pricing & incentivisation
    • RAROC measurement & develop target hurdles
  • generate management reports & provide insights to the on-going capital management objectives.
  • ensure that the capital consumed is monitored V's available capital resources.
  • ensure compliance at all times with Country specif & global regulatory requirements.

You:
  • should hold a degree in statistics, mathematics and / or finance.
  • holding a Masters or CFA equivalent would be highly advantageous.
  • significant experience in capital management (pillar 2), financial risk management, economic capital methodologies & strategic capital allocation strategies.
  • strong risk modelling capabilities (VaR) and stress testing.
  • solid technical experience of Basel II and requirements to capital management concepts.

Visit the IDEX Consulting Ltd website for further opportunities. We value diversity and always provide guidance based on merit. Please note that the information supplied may be retained for up to 3 years for use in connection with future vacancies. For full information on how we use your data, please visit the IDEX Consulting website and view our Privacy Policy.

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