Senior Market Risk Analyst

Arab Monetary Fund; Abu Dhabi; On-site; AED 400,000 - 600,000; Full time

Job summary

Arab Monetary Fund seeks a Senior Officer, Market Risk in Abu Dhabi to monitor, assess and report market risks across portfolios and treasury activities. You will ensure risk limits are respected, support decision-making and enhance risk models and reporting capabilities.

The role requires deep expertise in market risk, investment and treasury risk, with strong analytical skills and familiarity with risk systems and regulatory frameworks. Local UAE market knowledge is a plus.

Qualifications

• Bachelor’s degree in finance, economics, or risk management; master’s preferred.
• Minimum 8 years in market/investment/treasury risk and related analyses.
• Knowledge of risk systems, VaR engines, stress testing and pricing models.

Responsibilities

• Monitor market risk exposures across portfolios, including interest rate, FX, equity, and price risks.
• Perform daily and periodic risk assessments and ensure positions comply with market risk limits and guidelines.
• Conduct sensitivity analysis, stress testing, VaR, scenario analysis, and performance attribution.
• Prepare timely market risk reports, dashboards, and analysis for management and committees.
• Identify emerging risks, deviations, and breaches, and isolate as required.
• Maintain and update risk models, assumptions, and parameters in line with market movements.
• Support validation of risk systems and enhancements of analytical reporting capabilities.
• Liaise with custodians, data providers, and external auditors on market risk-related matters.

Skills

Market risk

Investment risk

Treasury risk

Financial risk analyses

Education

Bachelor’s degree in finance, Economics, Risk Management Or a related field

Master’s degree is preferred

Tools

Risk systems

Stress testing tools

VaR engines

Pricing models

Job description

Arab Monetary Fund seeks a Senior Officer, Market Risk in Abu Dhabi to monitor, assess and report market risks across portfolios and treasury activities. You will ensure risk limits are respected, support decision-making and enhance risk models and reporting capabilities.

The role requires deep expertise in market risk, investment and treasury risk, with strong analytical skills and familiarity with risk systems and regulatory frameworks. Local UAE market knowledge is a plus.