AVP, Risk Quant
Minimum Qualification
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A higher academic qualification in quantitative area (Master, Ph.D.) e.g. mathematical finance, econometrics, physics
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Strong knowledge in pricing models, pricing theory, curve construction and/or CVA, exposure models
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Good knowledge of the asset classes (FI, FX, commodities, equities, hybrid derivatives)
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Strong knowledge in Mathematics, Statistics, Stochastic calculation and Numerical analysis
Minimum Experience
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Work experience of 4-7 years in model validation or in quantitative area in Financial Markets / Market Risk with reputable Banks
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Ability to work accurately under pressure to tight deadlines.
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Experience Market Risk / Trading systems including Bloomberg, Reuters, Murex or similar
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Strong communication, presentation and writing skills
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Knowledge of Arabic is desirable, but not essential
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Knowledge of Murex, Numerix and/or coding skills in C++/Matlab would be a distinct advantage
