AVP, ALM Analytics at First Abu Dhabi Bank Pjsc

Abu Dhabi, Abu Dhabi Emirate, United Arab Emirates -

Full Time

Start Date

Immediate

Expiry Date

17 May, 26

Salary

0.0

Posted On

16 Feb, 26

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Behavioral Analytics, IRRBB, Risk Management, Funds Transfer Pricing, Liquidity Reporting, SAS, VBA, SQL, Big Data Platforms, Analytical Skills, Quantitative Skills, Critical Thinking, Decision-Making, Financial Products, Regulatory Frameworks, Model Development

Industry

Banking

Description

JOB PURPOSE: To deliver and enhance balance sheet analytics supporting behavioral liquidity analysis, IRR, Structural Hedging and other Macro modelling requirements. Support business engagement through development of business intelligence data to enhance FTP and Balance Sheet planning strategy and steering To assist in the production of monthly reports for the GALCO and BSMCo metrics and KPIs along with supporting analyses. KEY ACCOUNTABILITIES: Generic Accountability Ensure all related policies and documentations are accurate and up to date. Work closely with IT, Finance, and Risk teams to ensure accurate data input and output. Develop a holistic understanding of the behavioral assumptions, market data, and regulatory requirements underpinning the FTP and liquidity assumptions. Develop a comprehensive understanding of all products and instruments within the bank. Identify opportunities to improve efficiency of existing processes. Perform ad-hoc analysis such as customer, product, and financial analysis to support requirements by the senior management and business counterparts. Specific Accountability Development of product rate repricing models to support NIM forecasts. Quarterly refresh and back-testing of behavioral and analytical models including but not limited to Core CASA model, term deposit rollover model, and loan prepayment model. Perform periodic and annual model/system enhancements of existing behavioral models. Periodical review of behavioral model practice guides and new business FTP calculator in-line with the latest liquidity and FTP assumptions as approved by GALCO. Ensure that outputs from FTP/risk systems (i.e. OFFSA, FIS) are in-line with the models. Support the Balance Sheet Management team in the monthly preparation of GALCO pack along with supporting analytics around FTP, IRRBB, NIM, and/or liquidity. Minimum Qualification A College or University Degree in Accounting, Finance, Economics, Statistics, or another quantitative field Minimum Experience 6 years’ experience in behavioral analytics, IRRBB, or risk management ideally for within the financial industry. Experience in funds transfer pricing, IRRBB and/or liquidity reporting is preferable Strong technical competency in risk management and business intelligence frameworks. Experience with supporting technologies such as SAS, VBA, SQL, and Big Data platforms. Strong analytical and quantitative skills, critical thinking, and decision-making abilities. Good understanding of financial products and instruments. Experience working with management to establish effective models and reports. Experience with regulatory frameworks including but not limited to: Basel II / Basel III, IRRBB, etc. About Us: First Abu Dhabi Bank (FAB) is the largest bank in the UAE and one of the world's largest and safest financial institutions. We offer a comprehensive range of personal and private banking services, including credit cards, Islamic banking, investments, loans, and mortgages. Our commitment to excellence and innovation drives us to provide top-tier financial solutions to our clients. Life at FAB: Working at FAB means being part of a team of talented and passionate individuals with a shared vision to support the ambitions of our stakeholders to "Grow Stronger." We embrace the needs of our customers across the globe with a sense of responsibility and confidence driven by extensive expertise that can only be delivered by an ambitious world-class organization Career Development: FAB offers unique career choices, a chance to innovate, craft solutions for the future, and express yourself in a performance-based culture that will unleash the best in you. Whether you are an experienced professional or just starting your career, FAB provides a range of learning and development initiatives to support all employees through training and skill development. Our Values: At FAB, we place our customers at the core of our activities, live our values each day in every way, celebrate achievements, and empower each other to deliver leading solutions. We have structured plans for the recruitment and career progression of Emirati talent to enable them to make a mark in the financial and banking sector both regionally and globaly that rewards your hard work and dedication. Join our team and be part of a journey to shape the future of banking.

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Responsibilities

The role is responsible for delivering and enhancing balance sheet analytics supporting liquidity analysis, IRR, structural hedging, and macro modeling requirements, while also developing business intelligence data to enhance FTP and Balance Sheet planning strategy. Key accountabilities include developing product rate repricing models, quarterly refreshing and back-testing behavioral and analytical models, and supporting the Balance Sheet Management team with monthly reporting packs.