الوصف الوظيفي
Company DescriptionJoin UAE’s largest bank and one of the world’s largest and safest financial institutions. Our focus is to create value for our employees, customers, shareholders and communities to grow through differentiation, agility and innovation. We are looking for top talent and your success is our success. Accelerate your growth as you help us reach our goals and advance your career. Be ready to make your mark a top company, in an exciting & dynamic industry. Job DescriptionJOB PURPOSE & KEY ACCOUNTABILITIES: FAB’s Global Markets division is a complex, multidisciplinary business which requires constant innovation to remain competitive. The Trading & Investments team, which is a core function within the Global Markets Franchise, is a high performing business and offers an extensive range of tailor made and strategic solutions, products and services to meet the needs of customers worldwide.
This position will be based in UAE sitting within the FO Quant Team.Job Purpose:
The Global Markets Front Office Quantitative team is integral to supporting the Trading & Investment business by developing quantitative models, providing insights, and enhancing trading strategies within the global markets division. This role focuses on applying advanced quantitative methods to analyze, model, and optimize financial products and strategies across asset classes. It aims to drive profitability, manage risk effectively, and ensure compliance with regulatory requirements.Key Responsibilities & Accountabilities include:Quantitative Modelling and AnalyticsDevelop and implement pricing models for various asset classes (e.g., equities, fixed income, FX, commodities)Perform in-depth analysis of market trends, volatility, and other risk factors to support trading strategiesCreate and enhance algorithms for automated trading and risk managementProduct and Strategy DevelopmentCollaborate closely with traders and structurers to design and refine trading strategiesAnalyse new products and help determine the quantitative methodologies required for pricing and risk assessmentConduct scenario analysis and stress testing to assess strategy robustness under different market conditionsRisk Management and OptimizationWork with risk management teams to quantify and manage risks associated with trading activitiesOptimize portfolios and trading strategies to enhance returns while adhering to risk and capital constraintsDevelop tools to improve trading efficiency and risk-adjusted returnsTechnology and InfrastructureBuild, test, and deploy software tools and libraries for pricing, hedging, and risk managementMaintain and improve front office analytical tools, ensuring accuracy, scalability, and performanceCollaborate with IT and data teams to access and integrate necessary data sourcesRegulatory Compliance and ReportingEnsure adherence to internal policies and regulatory standards relevant to trading activities and model usageDocument quantitative methodologies for internal audits, regulatory reviews, and model validation processesParticipate in model validation exercises, ensuring transparency and clarity in quantitative modelsCross-Functional CollaborationLiaise with global teams, including trading, risk management, structuring, technology, and compliance, to align on strategy and support broader business objectives
Participate in continuous learning initiatives and knowledge-sharing sessions internallyWork closely with trading teams in refining and calibrating pricing and valuation curvesKnow and understand pricing constructs and modelling of global markets productsResponsible for adhering to assigned risk limitsResponsible for meeting business objectives set by the relevant Desk HeadEnsure compliance with all appropriate limits including counterparty limitsIdentify and analyse new product and currency opportunitiesEnsure swift and consistent pricing to all internal customersExpand counterparty awareness of our capabilities to attract new flows and limitsEnsure learning framework in place for team members to develop with appropriate teaching schedule and coursesEnsure new and existing curves, frameworks, systems development and processes are fit for purpose and are aligned with market best practiseInteract internal colleagues to help develop synergies and spread knowledgesParticipate in improving reliability and efficiency of reportingLead and mentor junior staffQualificationsMinimum Qualification:Bachelor’s degree in finance, Accounting, Economics, Commerce or related discipline and engineering background in applied mathematics or physics.Additional InformationMinimum Experience & Attributes:Minimum of 6 years relevant markets experience in similar positionsA strong understanding of global markets products, financial instruments, market dynamics, and economic principles across asset classes.Strong background in quantitative modelling, statistical analysis, and applied mathematics for financial markets.Solid experience with risk management and pricing tools, as well as experience with financial librariesKnowledge of relevant regulations and jurisdictions and compliance requirementsProven track record on managing risk effectively and delivering consistent financial performanceStrong Microsoft office skills including Python/VBA/Macro development C++Strong interpersonal skillsStrong analytical backgroundSelf-starter which shows initiative and able to problem solve & work with stakeholders confidently#LI-KT1
