Market Risk & Treasury Leader — Player‑Coach

Protiviti Middle East Member Firm; Riyadh; On-site; SAR 420,000 - 660,000; Full time

Job summary

Protiviti Middle East Member Firm is seeking an experienced quantitative risk professional for a senior role in Riyadh. You will bridge technical risk modeling with leadership, mentoring junior analysts, and managing client expectations while upholding our delivery standards.

The role covers derivative pricing, ALM/treasury workstreams, and bespoke model development, with an emphasis on hands‑on validation and team leadership in a consulting setting.

Qualifications

• Degree in a quantitative field such as Mathematics, Physics, Computer Science or Engineering.
• Strong track record in derivative pricing (rates, FX, credit, equity or commodities).
• Proficient coder in at least one of Python, VBA, Java, C++, or C#.
• Self‑motivated, independent worker who can own deliverables end‑to‑end.

Responsibilities

• Lead and review model validation engagements covering derivative pricing models and XVA frameworks, ensuring governance and regulatory compliance.
• Oversee ALM and treasury workstreams, including ILAAP, ICAAP, and FTP curve validation.
• Design, build, or validate bespoke quantitative models tailored to client requirements.
• Mentor, coach, and develop junior quantitative analysts; provide structured feedback.

Skills

Team leadership

Mentoring junior analysts

Client relationship management

Project oversight

Education

Bachelor's degree in Mathematics, Physics, CS, or Engineering

Tools

Python

VBA

Java

C++

C#

Job description

Protiviti Middle East Member Firm is seeking an experienced quantitative risk professional for a senior role in Riyadh. You will bridge technical risk modeling with leadership, mentoring junior analysts, and managing client expectations while upholding our delivery standards.

The role covers derivative pricing, ALM/treasury workstreams, and bespoke model development, with an emphasis on hands‑on validation and team leadership in a consulting setting.