Emirates NBD

21 hours ago

Team Head - Market Risk

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI

Last checked: 13 hours agoStatus: Live

Job Summary

Lead the Group Market & Treasury Credit Risk (MTCR) quant capabilities by developing and maintaining valuation and risk models across trading and banking books. Drive measurement frameworks, model calibration, back-testing, stress testing, and model monitoring, while ensuring robust governance and regulatory alignment. Partner with model users and internal/external validators, coordinate responses to audit and Central Bank findings, and support system change and regulatory-driven updates.

Location: Dubai

Workplace: Onsite

Employment Type: Full time

Job Function: Legal, Risk & Compliance

Seniority: Manager level

Key Responsibilities

•Enhance and develop internal quant capabilities for treasury methodology, quantitative analysis, stress testing, back testing, and model calibration.
•Replicate, develop, and document quantitative models and measurement frameworks for market risk and counterparty credit risk across trading activities and Group Treasury.
•Ensure valuation models are documented, validated, monitored, and aligned with market practices and regulatory requirements.
•Lead ongoing model review and monitoring, including responses to GMV, internal audit, and Central Bank findings; coordinate with external validation vendors; perform back-testing and identify model limitations.
•Support market/treasury systems and process infrastructure, including project initiatives for new regulatory requirements and conducting stress/ reverse stress testing.

Key Requirements

•At least 8-11 years of relevant experience in large international banking organizations.
•Strong knowledge of VaR/SVaR, sensitivities, pricing models, PFE/XVA, and IRRBB models.
•Proven leadership in managing quantitative models and overseeing model governance.
•Advanced quantitative degree in a related field (e.g., Finance, Mathematics, Economics, Statistics, Physics, Engineering) and/or CFA or FRM qualifications.
•Strong change implementation experience and ability to work in a fast-paced trading floor environment.

Experience:8-11 yearsBanking

Education:Master's in Finance, Mathematics, Economics, Statistics, Physics, Engineering or a related quantitative field

Skills:LeadershipCommunicationDocumentationPragmatismTeamwork

Certifications:Chartered Financial Analyst (CFA)Financial Risk Manager (FRM)

Company Brief

Emirates NBD

Emirates NBD is a leading UAE-based banking group providing retail, corporate, Islamic, investment and private banking, plus asset management and digital banking services across multiple countries in the MENAT region.

Industry: Banking

Company Size: Enterprise (1,001+ employees)

Revenue: USD 1B+

Growth: Public Company

Valuation: Public Company (Market Cap in USD)

Funding: IPO / Publicly Listed

Headquarters: Dubai, United Arab Emirates

Founded: 1963

Glassdoor: 3.5

Website LinkedIn Glassdoor

Loading job details...

Preparing the role view and application actions.

Emirates NBD

21 hours ago

Team Head - Market Risk

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI

Last checked: 13 hours agoStatus: Live

Job Summary

Location: Dubai

Workplace: Onsite

Employment Type: Full time

Job Function: Legal, Risk & Compliance

Seniority: Manager level

Key Responsibilities

•Enhance and develop internal quant capabilities for treasury methodology, quantitative analysis, stress testing, back testing, and model calibration.
•Replicate, develop, and document quantitative models and measurement frameworks for market risk and counterparty credit risk across trading activities and Group Treasury.
•Ensure valuation models are documented, validated, monitored, and aligned with market practices and regulatory requirements.
•Lead ongoing model review and monitoring, including responses to GMV, internal audit, and Central Bank findings; coordinate with external validation vendors; perform back-testing and identify model limitations.
•Support market/treasury systems and process infrastructure, including project initiatives for new regulatory requirements and conducting stress/ reverse stress testing.

Key Requirements

•At least 8-11 years of relevant experience in large international banking organizations.
•Strong knowledge of VaR/SVaR, sensitivities, pricing models, PFE/XVA, and IRRBB models.
•Proven leadership in managing quantitative models and overseeing model governance.
•Advanced quantitative degree in a related field (e.g., Finance, Mathematics, Economics, Statistics, Physics, Engineering) and/or CFA or FRM qualifications.
•Strong change implementation experience and ability to work in a fast-paced trading floor environment.

Experience:8-11 yearsBanking

Education:Master's in Finance, Mathematics, Economics, Statistics, Physics, Engineering or a related quantitative field

Skills:LeadershipCommunicationDocumentationPragmatismTeamwork

Certifications:Chartered Financial Analyst (CFA)Financial Risk Manager (FRM)

Company Brief

Emirates NBD

Industry: Banking

Company Size: Enterprise (1,001+ employees)

Revenue: USD 1B+

Growth: Public Company

Valuation: Public Company (Market Cap in USD)

Funding: IPO / Publicly Listed

Headquarters: Dubai, United Arab Emirates

Founded: 1963

Glassdoor: 3.5

Website LinkedIn Glassdoor