Senior Manager - Treasury Quant

Abu Dhabi Commercial Bank
Abu Dhabi
Workplace: OnsiteFull timeFunction: Finance & AccountingExperience: 7+ yearsEducation: bachelorsSkills: ["Stakeholder management","Analytical thinking","Problem solving","Model governance","Documentation management"]

Drive quantitative assessment and implementation of Front Office pricing models for Treasury and Financial Markets solutions. Own model scope, assumptions, validation readiness, documentation, governance, and post-go-live monitoring. Lead enhancement efforts by identifying control gaps and improving replication methods, sensitivities, benchmarking, and model performance. Collaborate across Front Office, Financial Markets Solutions, IT, Market Risk, and external vendors to ensure milestones, testing evidence, and corrective actions support pricing confidence and control effectiveness.

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

Senior Manager - Treasury Quant

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Last checked: 12 hours agoStatus: Live

Job Summary

Drive quantitative assessment and implementation of Front Office pricing models for Treasury and Financial Markets solutions. Own model scope, assumptions, validation readiness, documentation, governance, and post-go-live monitoring. Lead enhancement efforts by identifying control gaps and improving replication methods, sensitivities, benchmarking, and model performance. Collaborate across Front Office, Financial Markets Solutions, IT, Market Risk, and external vendors to ensure milestones, testing evidence, and corrective actions support pricing confidence and control effectiveness.
Location: Abu Dhabi
Workplace: Onsite
Employment Type: Full time
Job Function: Finance & Accounting
Seniority: Sr. Manager level

Key Responsibilities

  • •Translate product features, payoff structures, valuation needs, and market data dependencies into model requirements for Treasury Trading Desks and Financial Markets Solutions.
  • •Define model scope, assumptions, limitations, and intended usage to support implementation, validation, and control readiness.
  • •Manage quantitative delivery of Front Office pricing model implementation, including configuration support, testing, documentation, validation submissions, readiness, and post-go-live monitoring.
  • •Coordinate across 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.
  • •Oversee model enhancement and governance: identify control gaps and process inefficiencies, maintain complete documentation, monitor performance via calibration outputs/sensitivities/benchmarking, and drive corrective actions for discrepancies.

Key Requirements

  • •At least 7 years of experience in Front Office quantitative analysis, pricing models, model implementation, and model governance within 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).
  • •Expertise in Front Office pricing models, derivatives and structured products, quantitative analysis and model replication, and model testing and benchmarking.
  • •Programming skills in Python, C++, and SQL, with demonstrated analytical thinking and problem-solving.
Experience:7+ yearsBankingTreasuryFinancial MarketsDerivativesStructured products
Education:Bachelor's in Quantitative Finance, Financial Engineering, Mathematics, Statistics, Physics, Engineering (or related discipline)
Skills:Stakeholder managementAnalytical thinkingProblem solvingModel governanceDocumentation management
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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