A leading International Bank requires a Senior Quantitative Risk specialist to work within the Market risk Management team to act as a focal point in various areas of responsibilities.

Job Responsibilities:

• Assess and provide a consistent and coherent methodology for instruments valuation, market and liquidity risk across the portfolios and the branches of the group.�

• Quantitative support in the Group Credit and Operational Risk Measurement methodologies.

• Define and maintain the group’s financial instruments valuation methodologies (Specification, Implementation and validation).

• Define, test and implement systems functionality specifications to support any enhancement to the overall Market Risk systems in collaboration with other MRM team members.

Qualification Requirements:

• University Degree and/or CFA/ FRM.�

• Fluent English is a must.

• Relevant hands-on experience in the implementation and testing of models and methodologies in valuation and market and liquidity risk measurement.�

• Extensive quantitative and conceptual skills driven by a proactive and solution-providing mindset within a banking environment in the GCC.

Only short listed candidates will be contacted.

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