Senior Manager, Capital Management
Mashreq
full-time
Posted on:
Location Type: Remote
Location: Pakistan
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Job Level
About the role
- Oversee the firm’s capital planning framework, including design and execution of capital & stress testing processes
- Implement a Stress Testing Framework to determine capital requirement associated with risk scenarios.
- To support calculation and analysis of stressed capital requirements for ICAAP purpose.
- Prepare appropriate material on stress testing for various risk committees
- Liase with various teams in risk department and finance to coordinate quarterly ICAAP reporting
- Liase with Internal Audit during fieldwork and issue/action plan closure.
- Work with business and technology teams to perform relevant activities pertaining to development and implementation of RAROC calculations.
- Responsible for monitoring, interpreting and assessing all domestic and international developments pertaining to RAROC and Rating Policies management frameworks.
- Contribute to advocacy on emerging regulatory developments and undertake analysis to support Mashreq Bank’s readiness to respond to the same.
- Regular interaction and working relationship with Wholesale Risk Management, Retail Risk Management, Front-end Business Units, Internal Audit and External Consultants
- Measurement of key metrics, risk capital, RWA etc. vital to the Risk Management of the bank
- Assist in Capital Management exercises
Requirements
- At least 5-8 years of banking experience, preferably in Risk
- Good knowledge of Financial accounting and Basel framework- majorly ECL and RWA
- Strong analytical skills and knowledge on Financial Risk Management
- Excellent data analytical skills (especially R, SAS, Excel, Visual Basic, SQL & Oracle)
- Team player, self-starter, innovative and highly motivated
- Experience with large set of data and databases is a plus
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard Skills & Tools
capital planningstress testingcapital requirement analysisRAROC calculationsrisk capital measurementRWAfinancial accountingBasel frameworkdata analysisfinancial risk management
Soft Skills
analytical skillsteam playerself-starterinnovativehighly motivated