Fixed Income Strategy Lead — Quant & Risk Analytics

Arab Monetary Fund; Abu Dhabi; On-site; AED 300,000 - 540,000; Full time

Job summary

Arab Monetary Fund in Abu Dhabi seeks a senior quantitative analyst to develop, enhance and maintain bond analysis frameworks and report on fixed income allocations.

Responsibilities include building internal rating systems, RAROC and loss models, assessing counterparties, and supporting portfolio management analytics.

Requirements: 5–6 years in market/investment risk, a Bachelor’s in finance or economics; Master’s in risk management preferred.

Qualifications

• 5-6 years of experience in market risk, investment risk, treasury risk, financial risk analyses

Responsibilities

• Develop, enhance and maintain bond analysis frameworks.
• Build internal rating systems, RAROC and loss models.
• Assess counterparties and support portfolio management analytics.

Skills

Market risk

Investment risk

Treasury risk

Financial risk analyses

Education

Bachelor's in finance

Economics

Risk Management

Master's degree preferred

Job description

Arab Monetary Fund in Abu Dhabi seeks a senior quantitative analyst to develop, enhance and maintain bond analysis frameworks and report on fixed income allocations.

Responsibilities include building internal rating systems, RAROC and loss models, assessing counterparties, and supporting portfolio management analytics.

Requirements: 5–6 years in market/investment risk, a Bachelor’s in finance or economics; Master’s in risk management preferred.