Executive Manager - Treasury Quant

Executive Manager – Treasury Quant

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Treasury & Investments Group

 Treasury offers a diverse range of conventional and Islamic banking solutions and is responsible for the Group’s funding, investments, and centralised risk management activities. It manages the Bank’s borrowings, issuance of debt securities, and use of derivatives to mitigate financial risk, while investing in a range of instruments, including green bonds, short-term placements, and corporate and sovereign debt securities.

In this role, your key responsibilities include:

• Lead the quantitative assessment of Treasury Trading Desk and Financial Markets Solutions requirements by translating product features, payoff structures, valuation needs, and market data dependencies into clear model requirements
• Define model scope, assumptions, limitations, and intended usage to support sound implementation, validation, and control readiness
• Provide specialist input on model suitability, sensitivities, and practical application across relevant Front Office activities
• Lead the quantitative delivery of Front Office pricing model implementation across requirements, 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 ensure quantitative outputs, testing evidence, and supporting artefacts are delivered in line with agreed milestones and governance expectations
• Lead the enhancement of Front Office pricing models and associated quantitative review practices by identifying control gaps, process inefficiencies, and opportunities to strengthen replication methods, analytical approaches, and model usage discipline Implement improvements that support greater consistency, transparency, and control effectiveness across the model lifecycle in line with evolving business and governance requirements
• Lead engagement with Treasury Trading Desks, Financial Markets Solutions, IT, Market Risk, and external vendors on matters relating to Front Office pricing models
• Provide clear quantitative input to working sessions, review forums, and governance discussions to ensure model requirements, implementation evidence, assumptions, limitations, and control responsibilities are understood, aligned, and appropriately documented
• Support validation, audit, and governance reviews by providing clear quantitative evidence, timely clarifications, and well-structured artefacts that demonstrate compliance with approved lifecycle and control requirements

• Lead model performance monitoring activities by reviewing calibration outputs, conducting sensitivity analysis, and benchmarking Front Office pricing model results against relevant market references and independent checks Investigate material discrepancies, assess potential

The ideal candidate should have the following experience 

• At least 8 years of experience in Front Office quantitative analysis, pricing models, model implementation, and model governance within Treasury, Financial Markets, or

a banking environment, including experience in 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), Professional Risk Manager (PRM)
• Front Office Pricing Models
• Derivatives and Structured Products
• Quantitative Analysis and Model Replication
• Model Testing and Benchmarking
• Treasury and Financial Markets
• Murex and Market Platforms
• Model Governance and Control
• Stakeholder Management
• Programming Skills (Python, C++, SQL)
• Model Benchmarking and Analytical Validation

At ADCB, we are dedicated to creating a respectful, caring and disciplined work environment that aligns with your career ambitions.