Bank FAB | VP, Traded Risk Analytics Jobs in Abu Dhabi

Bank FAB | VP, Traded Risk Analytics Jobs in Abu Dhabi


VP, Traded Risk Analytics | Bank FAB
Full Time
Abu Dhabi, UAE

Employer Description
FAB, the UAE’s largest bank and one of the world’s largest and safest institutions, offers an extensive range of tailor-made solutions, and products and services, to provide a customised experience To empower its customers and clients to Grow Stronger, FAB initiated a powerful movement, which goes beyond banking

Job Description
The purpose of the job is to help building and managing the counterparty credit risk methodologies and market risk analytics. The candidate will manage the modelling, risk systems and governance frameworks required for the effective risk management of the bank

Responsibilities:

  1. Define the methodology for Exposure calculation in the trading books
  2. Implement and test the new CCR methodologies
  3. Review the parameters and the inputs required for EPE/PFE calculation
  4. Enhance the EPE calculation used for Credit Risk Monitoring
  5. Validation of the PFE calculation required by the Sales team for Credit Approval

Requirements:

  1. A higher academic qualification in quantitative discipline e.g. Maths, engineering, Physics (PhD or Masters plus CQF/ MBA/ FRM/ CFA)
  2. Strong knowledge of exposure modelling, xVA pricing and equivalent regulatory requirements (Basel or others) related to the trading books
  3. Strong knowledge in Mathematics, Statistics, Stochastic calculation and Numerical analysis
  4. Good knowledge of all asset classes (FI, FX, commodities, equities, derivatives, inflation) and of  their pricing models
  5. Strong analytics and problem solving skills

For more details, please scroll down & see the details.

Fisrt Abu Dhabi Bank – UAE

TitleBank FAB | VP, Traded Risk Analytics Jobs in Abu Dhabi
Hiring OrganizationFisrt Abu Dhabi Bank
Job LocationAbu Dhabi, UAE
Date PostedMar/29/2021
Base SalaryAED
DescriptionListed below
Employment TypeFull Time
Valid UntilN/A

Fisrt Abu Dhabi Bank Jobs Mar 2021

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    *This Jobs was Originally Posted on Fisrt Abu Dhabi Bank Job Site..