Senior Quantitative Model Validation Analyst - XVA / CVA (Remote)

Capitex · abu dhabi, abu dhabi, United-Arab-Emirates

Location
abu dhabi
Job Type
Full-time
Posted
June 05, 2026

Job Description

About the Role

We are supporting leading banks and financial institutions across Saudi Arabia and the GCC who are strengthening their quantitative risk and model validation capabilities. We are seeking experienced Quantitative Pricing / Model Validation professionals with strong exposure to derivative pricing models and XVA / CVA frameworks. This role is fully remote, working on high‑impact projects across capital markets and risk functions. This opportunity is ideal for technically strong quants who have validated or developed models across one or more key asset classes and want exposure to complex regional banking environments.

Key Responsibilities

Independently validate pricing and risk models across one or more asset classes: Interest Rates FX Equities Commodities Fixed Income Non‑linear / Exotic Derivatives. Review and challenge XVA frameworks including CVA, DVA, FVA, and related counterparty credit risk methodologies. Perform independent benchmarking, s...

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