Manager

Responsibilities

• Perform valuation of financial instruments including Fixed Income, Equity, Structured Products, and Derivatives
• Develop and enhance models for FRTB, market risk capital charge, pricing models, and VaR
• Draft and maintain business requirement documentation (BRD) and technical/model documentation
• Design and implement market risk frameworks, including risk policies, monitoring limits, and risk appetite statements
• Support clients in achieving regulatory compliance under Basel III/IV, FRTB, and ICAAP
• Develop internal stress testing methodologies aligned with enterprise risk management practices
• Act as a consultant to financial institutions for model integration, risk reporting, and strategic risk initiatives
• Provide mentorship to junior team members and serve as a Subject Matter Expert (SME) in market risk

Requirements

• Master’s or PhD in Quantitative Finance, Financial Engineering, Mathematics, Statistics, or a related field
• Minimum 6 years of experience in market risk (prior consulting experience at a Big 4 or equivalent is preferred)
• Deep exposure to FRTB, VaR, Derivatives pricing, and Treasury management
• Proficiency in Python, R, or SAS for model development and data analytics
• Familiarity with platforms such as Murex, Bloomberg, Calypso, or SAS
• Strong verbal and written communication skills for client interactions and workshops
• Willingness to travel frequently to the Middle East for onsite consulting engagements

Preferred Qualifications

• Professional certifications such as CFA, FRM, or Actuarial credentials