The Arab Monetary Fund (AMF), is a regional Arab financial organization based in Abu Dhabi, United Arab Emirates. It’s main objectives are laying monetary foundations of Arab economic integration and accelerating the process of economic development in all Arab Countries.
AMF is currently seeking to hire a “Quantitative Analyst” in investment Department.
Primary Duties and Responsibilities:
1. Ensure, on a daily basis, the completeness, validity, and accuracy of market data used for investment operations.
2. Utilize internal analytics and diagnostics tools to verify market data accuracy and investigate any anomalous historical data moves via other data sources e.g. Bloomberg.
3. Conduct quantitative analytics and modeling projects including development of new models, analytic processes or systems approaches, such as attribution and risk calculations.
4. Interact with the Investment department team members to understand and document their needs for process and systems changes and improvements.
5. Communicate with the IT Division technology staff for the design, development and implementation of any requested systems and models and participate in user acceptance testing of new enhancements.
6. Propose new technological and business processes in response to internal or external regulatory requirements.
7. Work closely with the team responsible for monitoring investment risks to enhance risk monitoring, identification and reporting.
8. Act as the first line of communication for the systems used to manage the AMF portfolios.
9. Assist in performing analytics on performance attribution, stress testing and other reporting needs.
Qualifications and Practical Experience:
1. A Master's degree from an accredited university with a quantitative Focus.
2. Professional qualifications such as CFA/ and or CIPM certification is preferred.
3. Command of Arabic and English is a must. French is an asset.
4. Broad knowledge of financial markets, products and risk calculations, applied to historical and hypothetical scenarios of predefined portfolios.
5. Implementation of asset management systems supported by relevant background of operations. An applied understanding of Value at Risk (VaR) and its use in the risk management area is a plus.
6. Advanced desktop technology skills such as Excel and PowerPoint is a must. Other Bloomberg skills are a plus.
7. Not less than 7 years relevant experience in quantitative analytics, modeling and asset management systems implementations, with reputed financial institutions.
The fund offers competitive terms of service in accordance with the applicable employment policy, which includes tax free salary, housing allowance, furniture, air tickets, education allowance, and life & medical insurance.
Only short-listed candidates will be contacted.