Senior Manager - Treasury Quant

About the role

Join ADCB's Treasury & Investments Group as a Senior Manager – Treasury Quant, where you will lead quantitative initiatives for the Treasury Trading Desk and Financial Markets Solutions, translating product features and market data into robust pricing models.

Key responsibilities

• Manage quantitative assessment of Treasury Trading Desk and Financial Markets Solutions requirements, translating product features and market data into model specifications.
• Define model scope, assumptions, limitations and ensure proper validation and control readiness.
• Lead implementation of Front Office pricing models, including configuration, testing, documentation and post‑go‑live monitoring.
• Coordinate with Front Office users, IT, Market Risk and external vendors to deliver quantitative outputs and meet governance milestones.
• Maintain model governance documentation and monitor model performance through calibration, sensitivity analysis and benchmarking.

Required profile

• Minimum 7 years of experience in front‑office quantitative analysis, pricing model implementation and governance within treasury or financial markets.
• Bachelor’s degree in Quantitative Finance, Financial Engineering, Mathematics, Statistics, Physics, Engineering or related field.
• Relevant professional certifications such as CQF, FRM, CFA or PRM.

Required skills

• Programming: Python, C++, SQL
• Modeling platforms: Murex and other market platforms
• Derivatives and structured products modeling, testing and benchmarking