Team Head - Market Risk
Emirates NBD · Dubai
Job description
About the role
The Team Head – Market Risk will lead the development and enhancement of quantitative capabilities within the Market & Treasury Credit Risk (MTCR) function of Emirates NBD. Based in the Dubai head office, the role supports the Global Market & Treasury business by ensuring robust modelling, measurement and risk management practices.
Key responsibilities
- Develop and maintain quantitative models for market risk, including pricing frameworks, VaR, sensitivities and stress‑testing.
- Perform back‑testing, model calibration and performance monitoring for both market and counterparty credit risk models (PFE, EPE, XVA, SIMM, etc.).
- Analyse market data suitability and conduct regulatory capital stress‑testing analyses.
- Produce documentation such as methodological notes, presentations and policy papers.
- Provide advice on methodologies, quantitative strategies and governance processes to risk and business stakeholders across the group.
- Support system change initiatives and ensure compliance with regulatory requirements (MMS, MMG, IRRBB, etc.).
Required profile
- Minimum 8 years of experience in market risk, quantitative analysis or related banking risk functions.
- Strong background in model development, calibration and back‑testing.
- Demonstrated ability to work with senior risk and business partners in a multinational environment.
Required skills
- IRRBB
- XVA
- Documentation
- Model development
- VaR
- Back testing
- Market Risk – Sensitivities
- Pricing Models
- Counterparty Credit Risk – PFE
- Model calibration
- Regulatory Requirements
- Quantitative Analysis
- Stress Testing
Questions fréquentes
Why are you reporting this job?
Apply in 30 seconds
Enter your email to apply. An account will be created automatically.
By continuing, you accept our terms of use.
Already have an account? Login
A question about this job?
Ask it here: you will get the full job summary by e-mail, right away.
Published 1 month ago
Expires 3 days from now
113 views · 0 interested
Boost your chances
Upload your CV — we will match you with relevant openings.
Analyzing your CV...
Emirates NBD
Dubai
Related job offers
-
Accountant – UAE VAT, Tax & Payroll Specialist
Becon UAE Dubai -
Associate Investment Banker
Abu Dhabi Commercial Bank PJSC Dubai -
Accounts & Admin Assistant – Entry Level
ProBIM Dubai -
Accounts Manager / Senior Accounts Manager
Employeur non precise Abu Dhabi -
Senior Manager - Structured Credit Solutions
Abu Dhabi Commercial Bank PJSC Abu Dhabi