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Senior Quantitative Consultant (ALM & Risk Analytics) at Unison Group

Abu Dhabi, Abu Dhabi, United Arab Emirates -

Full Time

Start Date

Immediate

Expiry Date

22 May, 26

Salary

0.0

Posted On

21 Feb, 26

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Asset Liability Management, ALM, Interest Rate Risk In The Banking Book, IRRBB, Risk Analytics, Quantitative Modeling, Data Analysis, Regulatory Risk Frameworks, Behavioral Modeling, Interest Rate Sensitivity Analysis, Liquidity Risk Analytics, SQL, SAS, Model Documentation, Model Governance, Regulatory Compliance

Industry

Business Consulting and Services

Description

We are seeking an experienced Senior Quantitative Consultant with strong expertise in Asset Liability Management (ALM), Interest Rate Risk in the Banking Book (IRRBB), and risk analytics. The ideal candidate will have hands-on experience in quantitative modeling, data analysis, and regulatory risk frameworks within the banking domain. Key Responsibilities Develop, enhance, and maintain ALM and IRRBB models. Perform behavioral modeling for deposits and loan prepayments. Conduct interest rate sensitivity analysis (EVE / NII). Support liquidity risk analytics and balance sheet simulations. Extract, process, and analyze large datasets using SQL. Build, validate, and maintain statistical models using SAS. Prepare and maintain comprehensive model documentation. Support model governance, validation, and regulatory compliance processes. Collaborate with risk, finance, and business teams to support strategic decision-making. Required Qualifications & Skills 5–8 years of experience in banking risk analytics and ALM. Strong hands-on expertise in SAS and SQL for model development. Proven experience in IRRBB, liquidity risk, and behavioral modeling. Exposure to GCC banking regulations and practices is preferred. Strong quantitative background in Finance, Mathematics, Statistics, Engineering, or related fields. Excellent analytical, problem-solving, and communication skills. Ability to work independently and manage multiple priorities effectively.

Responsibilities

Key responsibilities include developing, enhancing, and maintaining ALM and IRRBB models, performing behavioral modeling for deposits and loans, and conducting interest rate sensitivity analysis. The role also involves supporting liquidity risk analytics, processing large datasets using SQL, and building statistical models using SAS.