ADCB (Abu Dhabi Commercial Bank) — one of the UAE’s leading banking institutions, dedicated to creating a respectful, caring, and disciplined work environment that celebrates diverse contributions and professional growth — is seeking a Senior Manager — Treasury Quant within its Treasury & Investments Group. This front-office-facing quantitative role manages the delivery of Front Office pricing model implementation, derivatives and structured products modelling, model governance, calibration monitoring, and quantitative review practices — coordinating with Trading Desks, Financial Markets Solutions, IT, Market Risk, and external vendors using Python, C++, SQL, and Murex, requiring 7+ years of experience in Front Office quantitative analysis and pricing model lifecycle management.
About ADCB Treasury & Investments Group — Abu Dhabi UAE
Bank: ADCB — Abu Dhabi Commercial Bank — one of the UAE’s most respected banking institutions, offering a diverse range of conventional and Islamic banking solutions across funding, investments, and centralised risk management
Treasury Scope: Management of the Bank’s borrowings, issuance of debt securities, derivatives for financial risk mitigation, and investment across green bonds, short-term placements, and corporate and sovereign debt securities
Culture: Diverse and inclusive community where every voice is valued — a respectful, caring, and disciplined work environment aligned with career ambitions and professional growth
Role: Senior Manager — Treasury Quant — managing Front Office pricing model delivery, model governance, quantitative review, and cross-functional coordination across Trading Desks, Financial Markets Solutions, IT, Market Risk, and external vendors
Why This Senior Manager Treasury Quant Role Stands Out
Front Office Quantitative Authority: Translate product features, payoff structures, valuation needs, and market data dependencies into clear model requirements — a senior-level quantitative role with genuine Front Office engagement and commercial model impact
Full Pricing Model Lifecycle: Requirements through configuration, testing, documentation, validation submissions, implementation readiness, and post-go-live monitoring — end-to-end ownership of Front Office pricing model delivery at ADCB’s Treasury & Investments Group
Derivatives & Structured Products Depth: Specialist input on model suitability, sensitivities, and practical application across derivatives and structured products — the most technically demanding quantitative domain in Treasury banking
Model Governance Leadership: Establish and maintain complete model documentation, manage calibration monitoring, conduct sensitivity analysis, and benchmark Front Office pricing model results against independent market references
Position Overview
This Senior Manager — Treasury Quant at ADCB in Abu Dhabi manages the quantitative assessment of Treasury Trading Desk and Financial Markets Solutions requirements — translating product features, payoff structures, valuation needs, and market data dependencies into clear model requirements, defining model scope, assumptions, limitations, and intended usage. The role manages Front Office pricing model implementation delivery across requirements, configuration support, testing, documentation, validation submissions, and post-go-live monitoring; coordinates with Front Office users, Financial Markets Solutions, IT, Market Risk, and external vendors; enhances pricing models and quantitative review practices by identifying control gaps and process inefficiencies; manages model governance documentation; reviews calibration outputs; conducts sensitivity analysis; benchmarks pricing model results against market references; and investigates material discrepancies — maintaining pricing confidence, control effectiveness, and appropriate ongoing model usage across ADCB’s Treasury & Investments Group.
Why This Role Matters: As Senior Manager — Treasury Quant at ADCB in Abu Dhabi, the pricing models you deliver, validate, and govern directly determine whether the Treasury Trading Desk is pricing derivatives and structured products accurately, competitively, and in full control of the assumptions and limitations that define when a model is fit for purpose and when it is not. When your model requirement specification correctly captures the payoff structure complexity of a bespoke structured rate product that the standard Murex configuration cannot represent without customisation, your calibration monitoring correctly identifies a volatility surface fitting issue that is causing the desk’s pricing to diverge from market consensus in a way that would only become visible in a post-trade P&L attribution review, or your governance documentation correctly records the approved limitations of an existing Front Office model in a manner that prevents its misapplication to a transaction type it was not designed to price — you are not performing a support function. You are the quantitative control layer that keeps ADCB’s Front Office pricing technically sound, commercially appropriate, and fully governed from the first model requirement through the last post-go-live monitoring review.
Key Responsibilities
Front Office Model Requirements, Scope & Quantitative Assessment
- Manage the quantitative assessment of Treasury Trading Desk and Financial Markets Solutions requirements — translating product features, payoff structures, valuation needs, and market data dependencies into clear, precise, and implementable model requirements that correctly capture the economic substance and technical complexity of each pricing challenge
- Define model scope, assumptions, limitations, and intended usage — establishing the governance foundation for sound model implementation, validation, and control readiness by documenting what a model is designed to do, what it is not designed to do, and under what conditions its outputs can be relied upon
- Provide specialist input on model suitability, sensitivities, and practical application across relevant Front Office activities — advising Trading Desk users and Financial Markets Solutions professionals on how existing and proposed pricing models should and should not be applied in the context of specific products and market conditions
Pricing Model Implementation, Testing & Post-Go-Live Monitoring
- Manage the quantitative delivery of Front Office pricing model implementation across requirements, configuration support, testing, documentation, validation submissions, implementation readiness, and post-go-live monitoring — owning the complete model lifecycle from initial requirements through operational deployment and ongoing performance review
- Coordinate with Front Office users, Financial Markets Solutions, IT, Market Risk, and external vendors — ensuring quantitative outputs, testing evidence, and supporting artefacts are delivered in line with agreed milestones and governance expectations across all model implementation workstreams
- Manage model performance monitoring activities by reviewing calibration outputs, conducting sensitivity analysis, and benchmarking Front Office pricing model results against relevant market references and independent checks — investigating material discrepancies, assessing potential causes, and supporting corrective actions or model enhancements to maintain pricing confidence and control effectiveness
Model Governance, Enhancement & Control Framework
- Manage the enhancement of Front Office pricing models and associated quantitative review practices — identifying control gaps, process inefficiencies, and opportunities to strengthen replication methods, analytical approaches, and model usage discipline across the model lifecycle
- Implement improvements that support greater consistency, transparency, and control effectiveness — aligned with evolving business and governance requirements, regulatory expectations, and best practice in Front Office model risk management
- Manage model governance activities by maintaining complete and accurate documentation for Front Office pricing models — including methodology, assumptions, limitations, testing evidence, implementation records, and change history — ensuring the model governance framework meets internal standards and external regulatory expectations
- Provide clear quantitative input to working sessions, review forums, and governance discussions — ensuring model requirements, implementation evidence, assumptions, limitations, and control responsibilities are understood, aligned, and appropriately documented across all relevant stakeholders including Trading Desks, Market Risk, IT, and senior management
Qualifications & Experience
Essential Requirements
- At least 7 years of experience in Front Office quantitative analysis, pricing models, model implementation, and model governance within Treasury, Financial Markets, or a banking environment — including experience in derivatives and structured products modelling, testing, benchmarking, and lifecycle management
- Bachelor’s degree in Quantitative Finance, Financial Engineering, Mathematics, Statistics, Physics, Engineering, or a closely related quantitative discipline
- Strong programming skills — Python, C++, and SQL — applied professionally to quantitative finance model development, testing, automation, and data analysis in a Front Office banking context
- Proficiency with Murex and relevant market platforms — used for Front Office pricing configuration, model integration, and trading system connectivity in a Treasury banking environment
- Strong knowledge of derivatives and structured products modelling — including interest rate derivatives, FX derivatives, and fixed income structured products across Islamic and conventional banking frameworks
- Demonstrated experience in model governance, model documentation, model validation support, and control framework management — within a banking model risk or Front Office quant environment
- Strong stakeholder management and communication skills — able to engage effectively with Front Office traders, Financial Markets Solutions, IT teams, Market Risk, and external vendors
About ADCB — Abu Dhabi Commercial Bank Treasury & Investments
ADCB — Abu Dhabi Commercial Bank — is one of the UAE’s leading banking institutions, offering a diverse range of conventional and Islamic banking solutions across retail, corporate, Treasury, and investment banking. The Treasury & Investments Group manages the Bank’s borrowings, debt securities issuance, derivatives-based risk mitigation, and investment activities across green bonds, short-term placements, and corporate and sovereign debt — operating at the commercial and risk management heart of one of Abu Dhabi’s most significant financial institutions. At ADCB, a diverse, inclusive community where every voice is valued and every professional contribution is celebrated is not just a value statement — it is the culture that makes ADCB one of the UAE banking sector’s most attractive employers for senior quantitative finance professionals in 2026. For the Senior Manager Treasury Quant role, ADCB is looking for a technically exceptional, commercially minded, and governance-disciplined Front Office quant professional ready to lead model delivery, strengthen control frameworks, and drive analytical excellence across the Treasury Trading Desk and Financial Markets Solutions environment.
Career Excellence: Deliver Front Office pricing models, govern derivatives and structured products, and manage Treasury quant analytics — Senior Manager Treasury Quant, ADCB Abu Dhabi UAE.
Who Should Apply?
- Front Office Quant Analysts — 7+ Years Treasury & Financial Markets: With significant experience in Front Office pricing model development, implementation, testing, and lifecycle management — derivatives and structured products modelling in a UAE, GCC, or international banking Treasury environment
- Derivatives & Structured Products Quant Engineers — Python/C++/Murex: With hands-on Python, C++, SQL, and Murex experience applied to Front Office pricing model configuration, quantitative testing, and implementation within Treasury or Financial Markets banking functions
- Model Governance & Validation Specialists — Banking: With experience managing model governance frameworks, documentation standards, validation submissions, and post-implementation monitoring in a banking model risk or Front Office quantitative control environment
- CQF/FRM/CFA Treasury Quant Professionals — UAE: With relevant professional certifications and strong academic quantitative foundations — combining theoretical pricing model knowledge with the practical Treasury banking delivery experience that ADCB’s Senior Manager role requires
- Abu Dhabi-Based Front Office Quant Leaders: Seeking a Senior Manager-level quantitative finance role at one of the UAE’s most respected banks — where Python, C++, Murex, model governance, and derivatives pricing expertise combine in a front-office-facing treasury quantitative leadership role with genuine stakeholder influence and career development at ADCB
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