Job Description

Job Title: Manager-Market Risk Models Job Code: JPC-3209 Location: Abu Dhabi Experience: 3+ Years Education: Master's or PhD degree in quantitative finance, mathematics, statistics, physics, engineering, or a related field. Minimum 3 years of experience in market risk modelling or a similar role in a financial institution or consultancy firm. Strong knowledge of market risk concepts, measures, and regulations such as VAR, stress testing, ALM, Basel III, etc. Proficient in programming languages such as Python, R, MATLAB, C++, etc. and familiar with databases and data analysis tools such as SQL, Excel, etc. Excellent analytical, problem-solving, and communication skills and attention to detail. Ability to work independently and as part of a team in a fast-paced environment. Responsibilities: Developing, validating, and implementing models for value-at-risk (VAR), stress testing, and asset-liability management (ALM) using advanced statistical and mathematical techniques. Performing data analysis, back testing and scenario analysis to assess the performance and accuracy of the models. Providing technical support and documentation for the models and ensuring compliance with regulatory requirements and internal policies. Collaborating with other teams such as trading, finance, and IT to integrate the models into the risk management framework and systems. Conducting research on new methodologies and best practices for market risk modelling and staying updated Preferably UAE Nationals Can Apply