Description

Role: Senior Manager - Market Risk Models

Location: Abu Dhabi

Role Purpose:

• The Market Risk function within the Risk Management Department mandate is to; monitor report and model Market risk and all related quantitative models including PRRBB PFE VaR XVA and pricing models build Stress Test Scenarios Liquidity Risk as well as support and due diligence Treasury Capital Markets Assets and Liability management activities.
• As a Senior Manager the job holder is expected to add value by leading the development enhancement and maintenance of advanced Risk Models and recommending improvements to the risk management framework through bringing a combination of strong quant capabilities proficiency in IT and data analytics robust market risk management and modelling techniques practices and discipline.
• The role also requires ensuring compliance with intern...