Executive Manager - Treasury Quant (Abu Dhabi, AE, 939)

Abu Dhabi Commercial Bank
Abu Dhabi
Workplace: OnsiteFull timeFunction: Finance & AccountingExperience: 8+ yearsSkills: ["Stakeholder management","Model governance","Analytical validation","Control readiness"]

Lead quantitative assessment and delivery of Treasury Front Office pricing models, translating product features, payoff structures, valuation needs, and market data into requirements and controlled implementations. Own model scope, validation evidence, documentation, and post–go-live monitoring, coordinating with Front Office users, Financial Markets Solutions, IT, Market Risk, and external vendors. Enhance replication methods and model governance by driving performance monitoring, calibration reviews, sensitivity analysis, and benchmarking.

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FursaFursa
Abu Dhabi Commercial Bank
Abu Dhabi Commercial Bank
4 days ago

Executive Manager - Treasury Quant (Abu Dhabi, AE, 939)

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Last checked: 12 hours agoStatus: Live

Job Summary

Lead quantitative assessment and delivery of Treasury Front Office pricing models, translating product features, payoff structures, valuation needs, and market data into requirements and controlled implementations. Own model scope, validation evidence, documentation, and post–go-live monitoring, coordinating with Front Office users, Financial Markets Solutions, IT, Market Risk, and external vendors. Enhance replication methods and model governance by driving performance monitoring, calibration reviews, sensitivity analysis, and benchmarking.
Location: Abu Dhabi
Workplace: Onsite
Employment Type: Full time
Job Function: Finance & Accounting
Seniority: Manager level

Key Responsibilities

  • •Translate product features, payoff structures, valuation needs, and market data dependencies into quantitative model requirements for Treasury Trading Desk and Financial Markets Solutions.
  • •Define model scope, assumptions, limitations, and intended usage to support implementation, validation, and control readiness.
  • •Lead quantitative delivery of Front Office pricing model implementation, including configuration support, testing, documentation, validation submissions, implementation readiness, and post–go-live monitoring.
  • •Coordinate with Front Office users, Financial Markets Solutions, IT, Market Risk, and external vendors to deliver quantitative outputs, testing evidence, and supporting artefacts against milestones and governance expectations.
  • •Enhance Front Office pricing models and review practices by identifying control gaps and inefficiencies, improving replication/analytical approaches, and driving performance monitoring, sensitivity analysis, and benchmarking.

Key Requirements

  • •At least 8 years of experience in Front Office quantitative analysis, pricing models, model implementation, and model governance in Treasury or Financial Markets, including derivatives and structured products modelling, testing, benchmarking, and lifecycle management.
  • •Bachelor’s degree in quantitative finance, Financial Engineering, Mathematics, Statistics, Physics, Engineering, or a related discipline.
  • •Certificate in Quantitative Finance (CQF), Financial Risk Manager (FRM), Chartered Financial Analyst (CFA), or Professional Risk Manager (PRM).
  • •Strong knowledge of Front Office pricing models, derivatives and structured products, and quantitative analysis/replication.
  • •Experience with model testing, benchmarking, treasury and financial markets, and model governance and control.
Experience:8+ years
Education:
Skills:Stakeholder managementModel governanceAnalytical validationControl readiness
Certifications:CQFFRMCFAPRM
Tech Stack:PythonC++SQLMurexMarket Platforms

Company Brief

Abu Dhabi Commercial Bank
ADCB (Abu Dhabi Commercial Bank) is a UAE-based public bank offering retail, corporate, investment banking, treasury and wealth management services across the UAE and internationally, serving individuals, SMEs and large corporates.
Industry: Banking
Company Size: Enterprise (1,001+ employees)
Growth: Public Company
Valuation: Public Company (Market Cap in USD)
Funding: IPO / Publicly Listed
Headquarters: Abu Dhabi, United Arab Emirates
Founded: 1985
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