Asset Risk & Oversight Manager (VaR & Stress Tests)

First Abu Dhabi Bank (FAB); Abu Dhabi; On-site; AED 300,000 - 460,000; Full time

Job summary

First Abu Dhabi Bank (FAB) is seeking an experienced Risk professional to join its investment risk team in Abu Dhabi. The role focuses on monitoring portfolio risk exposures, performing VaR and stress testing, and delivering timely risk reporting to senior management and governance committees.

The candidate will interpret liquidity and counterparty risks, coordinate risk analytics, and contribute to the Risk Management Framework while guiding junior team members and collaborating with compliance

Qualifications

• 5+ years in investment risk, market risk or related discipline.
• Strong understanding of financial markets and portfolio risk management.
• Practical experience with VaR, stress testing, liquidity and counterparty risk.
• Experience preparing risk reporting for senior management or committees.
• Advanced Excel skills.

Responsibilities

• Independently monitor portfolio risk exposures, limits and key risk indicators.
• Analyze portfolio risk using VaR, stress testing, scenario analysis, concentration and liquidity measures.
• Provide risk challenge to portfolio managers and investment teams.
• Own or coordinate risk reporting and analytics, ensuring accuracy and timely escalation.
• Investigate risk events, breaches and limit exceptions, tracking remediation to closure.
• Perform risk assessments for new products, strategies and instruments.
• Support development of the Risk Management Framework, policies and controls.
• Prepare materials for risk, investment and governance committees.
• Maintain risk monitoring tools and data controls.
• Monitor regulatory developments with Compliance.
• Guide more junior Risk team members

Skills

5+ years in investment risk, market风险

Portfolio risk management

VaR stress testing liquidity risk

Risk reporting to senior management

Advanced Excel

Communication & challenge

Education

Bachelor's degree in Finance, Economics, Mathematics, Statistics or related discipline

Tools

Python

VBA

SQL

Risk platforms

Job description

First Abu Dhabi Bank (FAB) is seeking an experienced Risk professional to join its investment risk team in Abu Dhabi. The role focuses on monitoring portfolio risk exposures, performing VaR and stress testing, and delivering timely risk reporting to senior management and governance committees.

The candidate will interpret liquidity and counterparty risks, coordinate risk analytics, and contribute to the Risk Management Framework while guiding junior team members and collaborating with compliance