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
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Published 1 month ago
Expires 3 days from now
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Emirates NBD
Dubai
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