Bank FAB | VP, Traded Risk Analytics Jobs in Abu Dhabi
VP, Traded Risk Analytics | Bank FAB
Abu Dhabi, UAE
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
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
- Define the methodology for Exposure calculation in the trading books
- Implement and test the new CCR methodologies
- Review the parameters and the inputs required for EPE/PFE calculation
- Enhance the EPE calculation used for Credit Risk Monitoring
- Validation of the PFE calculation required by the Sales team for Credit Approval
- A higher academic qualification in quantitative discipline e.g. Maths, engineering, Physics (PhD or Masters plus CQF/ MBA/ FRM/ CFA)
- Strong knowledge of exposure modelling, xVA pricing and equivalent regulatory requirements (Basel or others) related to the trading books
- Strong knowledge in Mathematics, Statistics, Stochastic calculation and Numerical analysis
- Good knowledge of all asset classes (FI, FX, commodities, equities, derivatives, inflation) and of their pricing models
- Strong analytics and problem solving skills
For more details, please scroll down & see the details.
Fisrt Abu Dhabi Bank – UAE
|Title||Bank FAB | VP, Traded Risk Analytics Jobs in Abu Dhabi|
|Hiring Organization||Fisrt Abu Dhabi Bank|
|Job Location||Abu Dhabi, UAE|
|Employment Type||Full Time|
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*This Jobs was Originally Posted on Fisrt Abu Dhabi Bank Job Site..