Market Risk / Treasury - Manager

Market Risk / Treasury Manager – Lead Quantitative Expertise and Client Engagement

Join our esteemed Financial Risk Consulting practice as a **Market Risk / Treasury Manager**, where you will play a pivotal role in bridging the gap between cutting-edge quantitative analysis and strategic client advisory. This dynamic position demands a seasoned professional with a deep technical foundation in market risk, treasury operations, and derivatives pricing, coupled with exceptional leadership and mentorship skills. As a **player-coach**, you will be responsible for delivering high-impact consulting engagements while fostering the growth of junior analysts and maintaining the highest standards of client service and operational excellence.

In this strategic role, you will lead with both technical authority and collaborative leadership, ensuring our engagements are executed with precision, regulatory compliance, and a client-centric approach. Your expertise will be instrumental in shaping the future of our risk consulting practice, driving innovation in financial modeling, and setting benchmarks for client delivery.

Key Responsibilities

You will be entrusted with the following critical responsibilities:

• Technical Leadership: Lead and oversee model validation engagements, focusing on derivative pricing models and XVA frameworks (CVA, DVA, FVA, MVA), ensuring adherence to governance, regulatory standards, and industry best practices.
• Treasury and ALM Expertise: Direct workstreams related to Interest Rate Adequacy (ILAAP), Internal Capital Adequacy Assessment Process (ICAAP), and Funds Transfer Pricing (FTP) curve construction and validation, contributing to robust liquidity and risk management frameworks.
• Bespoke Quantitative Modeling: Design, build, or validate custom financial models tailored to client-specific needs, leveraging advanced methodologies such as Monte Carlo simulations, analytical frameworks, and calibration engines for exotic or structured products.
• Team Development and Mentorship: Coach and develop junior quantitative analysts by providing structured feedback, reviewing technical work, and supporting their professional growth through performance management, goal-setting, and career development initiatives.
• Client Engagement and Delivery: Act as the primary point of contact for clients, translating complex technical findings into clear, actionable business insights while managing engagement planning, resourcing, and task allocation to ensure timely and high-quality delivery.
• Quality Assurance and Compliance: Ensure all engagements align with internal delivery protocols, quality standards, and reporting timelines, while maintaining strict adherence to regulatory requirements.
• Business Development and Proposal Support: Contribute to proposal development, scoping, and business growth initiatives, leveraging your expertise to identify and capture new consulting opportunities.
• Deliverable Excellence: Produce polished, high-impact client deliverables, including validation reports, model documentation, and presentation materials that reflect the firm’s commitment to excellence.

Core Requirements

To excel in this role, you must possess the following essential qualifications:

• A degree in **Mathematics, Physics, Computer Science, Engineering, or a closely related quantitative discipline**.
• Proven expertise in **derivative pricing**, with a strong background in rates, FX, credit, equity, or commodities markets.
• Advanced proficiency in **coding**, with mastery of at least one of the following: **Python, VBA, Java, C++, or C#**.
• A self-driven, independent mindset with the ability to **own deliverables end-to-end**, requiring minimal supervision while maintaining high standards of accuracy and efficiency.

Preferred Qualifications

While not mandatory, the following experiences will strengthen your candidacy:

• Exposure to **market risk frameworks**, including **VaR, Expected Shortfall, and backtesting methodologies**.
• Familiarity with **regulatory regimes** specific to Saudi Arabia (SAMA) and Bahrain (CBB), including banking supervision and compliance requirements.
• Experience with **vendor systems** such as **Murex, ICE, or Open Risk Engine (ORE)**.
• Prior **consulting experience**, particularly in **client-facing engagements** within a **Big 4 firm or specialized risk advisory environment**.
• Proven **people management experience**, including conducting performance reviews, coaching, and developing junior team members.

This is an opportunity to **lead with impact**, combining your technical brilliance with strategic leadership to drive meaningful change in the financial risk consulting landscape. If you are passionate about advancing quantitative risk management and mentoring the next generation of financial professionals, we invite you to take the next step in your career with us.