Assistant Manager - ICAAP at Dubai Islamic Bank
Dubai, , United Arab Emirates -
Full Time


Start Date

Immediate

Expiry Date

08 Oct, 25

Salary

0.0

Posted On

08 Jul, 25

Experience

0 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

No

Skills

R, Sas, Python, Risk Analysis, Modeling, Risk Metrics

Industry

Financial Services

Description

REQUIRED SKILLS & EXPERIENCE:

In-depth understanding of Basel III market risk capital rules (including FRTB SA), LCR, NSFR, PRRBB (Profit Rate in Banking Book).
Strong quantitative knowledge of risk sensitivities (delta, vega, curvature) ,market RWA attribution, market risk metrics (VaR, sensitivities, duration) and earnings-based risk analysis (NII, pre-impairment profit).

Deep understanding of market risk stress testing methodologies, with direct experience in:

  • Full revaluation engines
  • Delta-normal and curvature-based approximations

Experience with FRTB frameworks, including boundary rules, standardized/internal model approaches, and capital implications.
Knowledge of Sukuks, Islamic Derivative Products and associated risks.
Strong skills in Python, R, or SAS for modeling and data analysis are a plus.
تفاصيل الوظيفة
مكان الوظيفة
دبي, الإمارات
الدور الوظيفي
إداري

Responsibilities

Contribute to the development and execution of market risk frameworks and pre-impairment profit stress testing
Pre-Impairment Profit Stress Testing & Net Profit Income (NPI) Analysis: Design earnings stress approach incorporating profit rate shocks and macroeconomic scenario overlays for regulatory stress testing exercises.

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