Manager- Market Risk Models

  • Abu Dhabi
  • Abu Dhabi Islamic

Developing, validating, and implementing models for value-at-risk (VAR), stress testing, and asset-liability management (ALM) using advanced statistical and mathematical techniques.Performing data analysis, back testing, and scenario analysis to assess the performance and accuracy of the models.Providing technical support and documentation for the models and ensuring compliance with regulatory requirements and internal policies.Collaborating with other teams such as trading, finance, and IT to integrate the models into the risk management framework and systems.
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