Description
Supporting leading banks and financial institutions across Saudi Arabia and the GCC, this fully remote role seeks an experienced Quantitative Pricing / Model Validation professional to validate and challenge derivative pricing and XVA/CVA frameworks across asset classes such as interest rates, FX, equities, commodities, fixed income, and exotic derivatives. The role involves independent benchmarking, sensitivity and stress testing, documentation review, regulatory submissions, and collaboration with Front Office, Market Risk, Credit Risk, and Model Development teams, requiring strong quantitative finance expertise, programming skills, and a quantitative master's or PhD.
