Description
Support role for experienced quantitative pricing and model validation professionals working with leading banks and financial institutions across Saudi Arabia and the GCC. The position focuses on validating derivative pricing and risk models across multiple asset classes, with emphasis on XVA/CVA frameworks, counterparty credit risk, benchmarking, stress testing, documentation review, and regulatory alignment. The role is fully remote and requires strong quantitative, programming, and model validation expertise along with a master’s or PhD in a quantitative discipline.
