Executive Manager - Treasury Quant

About the role

Embark on a journey where your unique contributions are celebrated, and your professional growth is embraced. At ADCB, we nurture a diverse, inclusive community where every voice is valued.

Key responsibilities

• Lead quantitative assessment of Treasury Trading Desk and Financial Markets Solutions, translating product features and payoff structures into clear model requirements.
• Define model scope, assumptions, limitations and intended usage to support implementation, validation and control readiness.
• Provide specialist input on model suitability, sensitivities and practical application across Front Office activities.
• Coordinate with Front Office users, IT, Market Risk and external vendors to deliver quantitative outputs, testing evidence and artefacts on schedule.
• Lead model performance monitoring, calibration review, sensitivity analysis and benchmarking against market references.

Required profile

• Minimum 8 years of experience in Front Office quantitative analysis, pricing models, model implementation and governance within Treasury, Financial Markets or banking.
• Bachelor’s degree in quantitative finance, financial engineering, mathematics, statistics, physics, engineering or related discipline.
• Relevant certifications such as CQF, FRM, CFA or PRM.

Required skills

• Front Office pricing models for derivatives and structured products.
• Quantitative analysis, model replication, testing and benchmarking.
• Model governance, control and stakeholder management.
• Programming proficiency in Python, C++ and SQL.
• Experience with Murex and other market platforms.