Senior Market Risk Consultant – Abu Dhabi (6-month Contract)

SAM Corporate LLC; Abu Dhabi; On-site; AED 180,000 - 240,000; Full time

Job summary

Tanqeeb invites applications for the role of Market Risk Consultant based in Abu Dhabi. The position is a 6-month contract, extendable by another 6 months, with immediate joining and a requirement for robust risk-management expertise.

You will support market and liquidity risk frameworks, monitor exposures, and perform VaR, EVE/EaR, and regulatory reporting tasks while collaborating with risk and business teams to strengthen risk governance.

Qualifications

• Minimum 5 years of experience in Market Risk / Financial Risk Management.

Responsibilities

• Support the implementation and enhancement of Market Risk and Liquidity Risk frameworks.
• Monitor market risk exposures and limits and prepare periodic risk reports.
• Perform and review VaR, Stressed VaR, EVE/EaR and market-risk capital calculations.
• Support IRRBB, stress testing, risk appetite and ICAAP activities.
• Support the development and enhancement of market risk policies, procedures and monitoring frameworks.
• Monitor market risk exposures against approved limits and risk appetite.
• Support VaR and Stressed VaR calculations, analysis and reporting.
• Perform/support EVE and EaR calculations and IRRBB assessments.
• Assist in market-risk capital requirement calculations and regulatory reporting.
• Develop and maintain market risk MIS, dashboards, KRIs and management reports.
• Support market and liquidity risk stress testing and scenario analysis.
• Review market risk policies, procedures, methodologies and risk limits.
• Assist in identifying gaps in market risk management frameworks and recommend remediation actions.
• Support ICAAP, risk appetite and regulatory requirements related to market risk.
• Coordinate with relevant business and risk teams for data, analysis and reporting requirements.
• Maintain trackers for risk limits, exposures, stress testing, regulatory requirements and remediation activities.

Skills

Market risk

Risk management

VaR

IRRBB

Regulatory reporting

Stress testing

Data analysis

Job description

Tanqeeb invites applications for the role of Market Risk Consultant based in Abu Dhabi. The position is a 6-month contract, extendable by another 6 months, with immediate joining and a requirement for robust risk-management expertise.

You will support market and liquidity risk frameworks, monitor exposures, and perform VaR, EVE/EaR, and regulatory reporting tasks while collaborating with risk and business teams to strengthen risk governance.