Senior Derivatives Valuation Lead - Remote

Ministerio para la Transformación Digital y de la Función Pública; Abu Dhabi; Remote; AED 420,000 - 660,000; Full time

Benefits offered by this job

Fully remote

Professional development support

Job summary

The Ministerio para la Transformación Digital y de la Función Pública in the United Arab Emirates seeks a Senior Derivatives Valuation Specialist to lead independent pricing, valuation validation, and risk assessment of complex derivatives in a fully remote capacity.

You will review pricing models, validate inputs, monitor market data, and collaborate with trading, market risk, and finance to ensure IFRS 13 compliance and accurate fair value reporting.

Qualifications

• Bachelor's or master's degree in Finance, Mathematics, Statistics, Economics, Physics, Financial Engineering, or related quantitative field.
• Typically 5+ years of relevant derivatives valuation or risk management experience.
• Strong understanding of derivatives products, financial markets, pricing methodologies, and valuation risk.
• Familiarity with IFRS 13 and IFRS 9 where applicable.
• CFA, FRM, CQF or equivalent qualifications desirable.

Responsibilities

• Perform independent valuations of derivative instruments (IR swaps, options, futures, forwards, FX derivatives, credit derivatives).
• Review pricing models, market data inputs, and assumptions for accuracy and consistency.
• Analyze derivatives using DCF, option pricing, and Monte Carlo methods where applicable.
• Validate market inputs such as yield curves, vol surfaces, and FX rates.
• Investigate valuation differences across systems and records.
• Conduct IPV and support fair value assessments per policies.
• Assess valuation uncertainty and adjustments (CVA, DVA, FVA).
• Collaborate with trading, risk, product control, finance, and analytics teams.
• Document valuation methodologies and model changes.
• Support audits, regulatory reporting, and governance improvements.
• Contribute to automation of valuation workflows.

Skills

Quantitative analysis

Derivatives pricing

Model validation

Communication skills

Education

Bachelor's or master's in Finance/Math/Quant

Tools

Excel

Python

R

MATLAB

SQL

Job description

The Ministerio para la Transformación Digital y de la Función Pública in the United Arab Emirates seeks a Senior Derivatives Valuation Specialist to lead independent pricing, valuation validation, and risk assessment of complex derivatives in a fully remote capacity.

You will review pricing models, validate inputs, monitor market data, and collaborate with trading, market risk, and finance to ensure IFRS 13 compliance and accurate fair value reporting.