Banking Jobs In UAE - ADCB Bank careers - banki jobs

Banking Jobs In UAE - ADCB Bank careers - banki jobs

Abu Dhabi Commercial Bank announces a bank job in UAE via its Linkedin page

Banking Jobs In UAE - Abu Dhabi Commercial Bank careers

Data Scientist Treasury ALM

Job Purpose

  • To develop quantitative analytics that optimize the Bank’s interest rate and liquidity positions.
  • To monitor and statistically model client behaviour on non-maturing deposits (current and saving accounts) and loan prepayment behaviour.

Job Description

  • Develop, automate and present fit for purpose statistical models that have an impact across the balance sheet (Net Interest Income and Economic Value Requirements).
  • Leverage data and use scientific techniques to model client behaviour on non-maturing deposits (current and saving accounts), in addition to understanding loan prepayment behaviour across the Bank’s lending products.
  • Using big data analytics, extend and enhance the existing preliminary statistical models.
  • Monitor model performance and communicate results to stakeholders.
  • Propose model changes as necessary with recalibration/redevelopment, support by sensitivity testing, back testing and fundamental driver analyses.
  • Keep abreast of latest market developments on balance behavioralisation. Translate and extend the existing models in order to optimise funding value.

Job Requirements

  • 2 to 5 years of relevant working experience in financial modelling, ALM or balance sheet management.
  • Advance degree in (Quantitative) Finance, Econometrics, Mathematics, Physics or similar academic programs.
  • Financial Risk Manager (FRM) or Chartered Financial Analyst (CFA) certification with strong quant abilities or actuary is an advantage.
  • Experience with VBA (excel), R, or Python is a must. SQL is a plus.
  • Experience with ALM / Risk software solutions such as QRM or FIS is preferred.
  • Clear communication (with ability to explain complex concepts) and proficient interpersonal skills.
  • Able to work under pressure in a focused and precise manner.
  • Self-starter with the ability, agility and motivation for self-learning.

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