Manager, ICAAP Capital Aggregation

Idex Consulting
Al Shahaniyah, Qatar
Jul 30, 2021
Aug 13, 2021
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
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.

  • 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.

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