Quantitative Risk Analyst – Credit, Market, Liquidity & IRRBB

VerityX Talent; Dubai; In loco; AED 360.000 - 600.000; Tempo pieno

Descrizione del lavoro

VerityX Talent in Dubai, UAE, seeks a hands-on Quantitative Risk Analyst to support development, validation, and reporting of credit, market, liquidity, and IRRBB models. You will work with risk leads in a collaborative team to grow your technical and banking risk career.

The role emphasizes model validation, data analysis, and building analytics dashboards while contributing to automation of analytics processes using Excel, Python, R, SQL or SAS.

Competenze

• 3–6 years’ experience in quantitative risk, risk analytics, banking/financial modeling, or related field
• Basic understanding of credit risk, market risk, liquidity and IRRBB concepts
• Strong proficiency in Excel and any of Python, R, SQL or SAS
• Exposure to Basel III, CBUAE, IFRS9 is a plus
• Excellent attention to detail and quantitative mindset; good communicator with a team-first attitude
• Analytical, adaptable and comfortable in a fast-moving growth environment

Mansioni

• Assist in developing and maintaining risk models under Basel III, CBUAE, etc.
• Support regular model validation, back-testing and performance monitoring
• Engage in data collection, cleaning, manipulation and gap analysis for risk modeling
• Produce risk analytics dashboards and regulatory/compliance reports for internal review
• Prepare documentation, presentations, and basic quantitative analyses for model outputs
• Contribute to automation and improvement of analytics/monitoring processes (Excel, Python, R, SAS)

Conoscenze

Quantitative risk analytics

Attention to detail

Team collaboration

Communication

Formazione

Bachelor’s degree in Quantitative Finance, Economics, Math, Statistics, Engineering or CS

Master’s degree (plus)

Strumenti

Excel

Python

R

SQL

SAS

Descrizione del lavoro

Job Title: Quantitative Risk Analyst – Credit, Market, Liquidity & IRRBB

Location: Dubai, UAE

Reports to: Risk Analytics Manager / Risk Lead

Job Summary

Support the development, validation, and reporting of credit, market, liquidity, and IRRBB (Interest Rate Risk in the Banking Book) models. This is a hands‑on, high-learning role ideal for a proactive, inquisitive analyst who wants to grow their technical and banking risk career in a collaborative environment.

Key Responsibilities

• Assist in developing and maintaining risk models (credit, market, liquidity, IRRBB) under group and regulatory guidelines (Basel III, CBUAE, etc.)
• Support regular model validation, back‑testing, and performance monitoring
• Engage in data collection, cleaning, manipulation, and gap analysis for risk modeling and reporting
• Produce risk analytics dashboards and regulatory/compliance reports for internal review
• Prepare documentation, presentations, and basic quantitative analyses for model outputs
• Contribute to automation and improvement of analytics/monitoring processes (Excel, Python, R, SAS, etc.)

Experience and Skills Required

• 3–6 years’ experience in quantitative risk, risk analytics, banking/financial modeling, or related field (or equivalent academic/trainee background)
• Basic understanding of credit risk, market risk, liquidity, and IRRBB concepts (practical or academic OK)
• Strong proficiency in Excel (modeling/analysis) and any of: Python, R, SQL, or SAS (or clear evidence of aptitude/eagerness to learn)
• Some exposure to regulatory requirements (Basel III, local CBUAE, IFRS9) is a plus—but not required at “expert” level
• Excellent attention to detail and quantitative mindset; good communicator with a team-first attitude
• Analytical, adaptable, and comfortable in a fast-moving growth environment

Education

Bachelor’s degree (or equivalent experience) in Quantitative Finance, Economics, Math, Statistics, Engineering, Computer Science, or similar.

Further certifications or Master’s are a plus, but not required for this position.

What You’ll Gain

• Exposure to the full range of banking risk (credit, market, liquidity, IRRBB)
• Mentorship and upskilling opportunities with senior risk leads
• A visible role in one of the region’s fastest-growing risk analytics teams

In Summary, we’re seeking a bright, hands‑on risk or analytics professional with the ambition to grow in all facets of banking risk. If you’ve even modest prior exposure to one or more of IRRBB, liquidity, market or credit risk, or the core regulatory skills, we’d love to hear from you!