Abu Dhabi Commercial Bank - Abu Dhabi - ACCOUNTABILITIES Model Validation and Maintenance Conduct regular performance measurement on discriminatory power and back testing and calibrate/re-develop the model when necessary in order to ensure the model can be used in ECL and economic capital calculations Data Management and Analysis Prepare data requested for ECL production on a monthly basis, review and revise all tables, fix any anomalies generated by the system and analyse the results in order to ensure an accurate calculation of the provision at account level for the bank when reporting to central bank Stress Testing Support the line manager in conducting stress testing in order to assess the impact on bank profitability, capital and solvability and prepare executive and risk committee presentations ICAAP Reporting Assist the line manager in the annual Internal Capital Adequacy assessment exercise in order to provide reports to executives, ADCB risk committees and the Central Bank and ensure continuous impro...
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