Lead Quantitative ERM, CaR & Scenario Modelling

Employment

Doha

On-site

QAR 600,000 - 1,000,000

Full time

7 days ago

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Job summary

Qatar Airways Group seeks a Senior Manager ERM – Quantification & Scenario Modelling to lead design and operationalisation of the Group's quantitative risk management capabilities. You will build CaR, VaR, EBITDA-at-Risk and Monte Carlo frameworks, translate risk into financial impact, and support Board-level decision-making.

You will work with Executive Management and the Board Audit & Risk Committee to establish robust risk analytics, governance, and scenario analysis.

Qualifications

Bachelor’s Degree in Finance, Economics, Mathematics, Statistics, Actuarial Science, Engineering, Quantitative Finance, Data Science, OR a related quantitative discipline.
Minimum 10 years of progressive experience in enterprise risk management, financial risk management, or related fields.
Minimum 5 years hands-on experience developing and operationalising financial risk models and stress testing.
Experience with Monte Carlo, VaR, CaR, EBITDA-at-Risk, and risk analytics.

Responsibilities

Lead design and operationalisation of quantitative risk management capabilities.
Develop risk models (CaR, VaR, EBITDA-at-Risk) and Monte Carlo simulations.
Define risk assumptions, distributions, loss curves, and impact parameters.
Collaborate with Finance, Treasury, Revenue Management and other stakeholders.
Own production of risk-adjusted analyses for executive reporting.
Establish model governance and validation procedures.