Asset Liability & Capital Management Analyst

About the role

A leading institution in the UAE, building a digital-first, AI-enabled financial services organisation from the ground up, is looking for an Asset Liability & Capital Management (ALCM) Analyst. You will support balance sheet governance, capital management, liquidity monitoring and funding strategy, working with Treasury, Finance, Risk and senior leadership to feed Asset-Liability Committee (ALCO) decisions.

Key responsibilities

• Produce regulatory liquidity and capital ratios and the supporting returns on the required reporting cycle.
• Assist in preparing the ALCO pack, combining balance-sheet, liquidity, funding and capital analysis with commentary on movements and drivers.
• Calculate and monitor capital adequacy against internal thresholds and regulatory minima, flagging emerging pressures and preparing reconciled data for regulatory reporting (ownership and submission of those reports are outside the role).
• Compile ICAAP inputs and stress-testing analysis linking risk drivers to capital and liquidity outcomes.
• Maintain the analytical models, data feeds and reconciliations behind liquidity, funding and capital analytics.
• Track balance-sheet exposures against structural-risk limits and maintain early-warning indicators for liquidity and capital.
• Reconcile ALCM outputs with Finance and Risk sources so reporting rests on a single, auditable version of the numbers.
• Leverage AI-enabled tools to automate ratio production, ALCO reporting and stress-testing analytics.

Required profile

• 6+ years in asset-liability management, balance-sheet risk or capital and liquidity analytics within banking or financial services, with hands-on ownership of regulatory reporting (UAE experience preferred).
• Track record producing regulatory returns, ALCO packs and stress-testing analysis in a regulated banking environment.
• Knowledge of CBUAE liquidity and capital expectations and applicable Basel liquidity and capital standards.
• Preferred: Bachelor's degree in finance, economics or a quantitative discipline; progress toward a CFA, FRM or PRM; ability to meet CBUAE Fit & Proper requirements.

Required skills

• Regulatory ratios, capital adequacy, ICAAP and funds transfer pricing.
• Advanced balance-sheet and liquidity modelling.
• Experience of automated or AI-enabled ALM and capital analytics.