Lead Treasury Market & Liquidity Risk positions in UAE
McGregor BoyallOne 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.
