Senior Manager - Treasury Quant

Senior 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:  

• Manage 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
• Manage 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
• Manage 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
• Manage 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 across all relevant stakeholders
• Manage model governance activities by maintaining complete and accurate documentation for Front Office pricing models, including methodology, assumptions, limitations, testing evidence, implementation records, and change history
• Manage 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 causes, and support the implementation of corrective actions or model enhancements to maintain pricing confidence, control effectiveness, and appropriate ongoing model usage

The ideal candidate should have the following experience

• At least 7 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
• Analytical Thinking and Problem Solving

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