For Recruiters

Lead Treasury Market & Liquidity Risk positions in UAE

McGregor Boyall
United Arab Emirates, Abu Dhabi
Posted 1 day ago In-Office Permanent 0
S
Posted by
Sarina Narayanan
Recruiter

One of the largest and reputed Banks in UAE with an international work culture is looking to hire VP level candidates for the following positions:

Lead Treasury Market & Liquidity Risk - Model Management & Validation / Lead Model Management and Valuations

  •   Documentation of all pricing and risk models
  •   Calibration and Validation of all pricing and risk models
  •   Valuation Provisions for all valuation models
  •   Independent Price Verification for all pricing models

Candidate should have Math/Statistics Degree. Should be able to handle derivative modeling via differential equations. Looking for quant experience.

Lead Treasury Market & Liquidity Risk - Counterparty Risk

  •  Complete Counterparty Credit risk management (models, policy, limit monitoring)
  •   Running PFE, DSL, CVA, FVA, SIIM, SA-CCR
  •   Limit Monitoring of the Counterparty metrics 

The above specific experience is an essential criteria for the positions and relevant senior candidates may please get in touch on snarayanan@mcgregor-boyall.com 

Job Location will be Abu Dhabi, UAE (onsite). Both the positions offer attractive tax-free salary and benefits and UAE is one of the most sought destinations for a safe and luxury lifestyle. 

Job ID  MBA/SN/TreasuryRisk
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