Mayford Group is currently recruiting on behalf of a specialist and fast-growing risk, finance, & quant consultancy and we are looking for a market risk specialist to join their UAE team on a permanent basis.
This is an excellent time to join as the company continues to expand in the region and globally.
The Role
What we expect
We are looking for a technically strong market risk specialist with global exposure to strengthen our team:
At least 5 years of experience in Management Consulting for financial services and /or Banking Industry (Risk Management, credit risk)
Experience in traded market risk management, topics such FRTB, option pricing as well as platforms such Bloomberg, Murex
Experience in EU/UK (region with strong and advanced regulatory requirements)
Strong analytical skills and a quantitative background with an application to risk management in banking
General knowledge and experience in programming languages and data structures such as Python, SAS, etc.
Additionally, experience in credit risk modelling, ICAAP/ILAAP, risk appetite/limiting, stress testing, capital management, recovery/resolution, strategic planning and/or pricing as an advantage.
Problem-solving skills and ability to see the bigger picture. * Fluent English is a must
EAD (linked with market risk) and not only PD and LGD
Market risk capital calculation, option pricing, IRRBB on the banking book
Derivative pricing and calculation of regulatory capital
Traded market risk experience
EU/UK regulatory experience, involved in FRTB
Strong academics
Permanent Hire
Salary open to discussion depending on experience
Must be eligible to work in the UAE / No sponsorship required