
Grant Thornton
Senior Consultant β Quantitative Risk Analysis & Regulatory Advisory
- Permanent
- Abu Dhabi, United Arab Emirates
- Experience 2 - 5 yrs
Job expiry date: 03/03/2026
Job overview
Date posted
17/01/2026
Location
Abu Dhabi, United Arab Emirates
Salary
AED 15,000 - 20,000 per month
Compensation
Comprehensive package
Job description
The Senior Consultant β Quantitative Risk Analysis & Regulatory Advisory role at Grant Thornton UAE, based in Abu Dhabi, involves providing high-quality advisory and analytical solutions to financial institution clients, with a focus on Credit and Market Risk. The role is part of the Regulatory Advisory practice, which delivers services to regulatory authorities, licensed financial institutions, and other relevant organizations across areas such as Regulatory Compliance Advisory, Risk projects, Prudential Regulations, and Compliance Governance and Assurance. The Senior Consultant applies advanced quantitative analytics and market risk models including VaR, ES, IRB, IFRS 9, FRTB, IRRBB, and CVA to support model development, validation, and implementation. Responsibilities include managing risk across Spot and Derivative markets for equities, interest rate, credit, commodities, and foreign exchange products, including hedging strategies and financial instrument valuations. The role ensures adherence to local and international regulatory frameworks such as Basel, EBA, and CBUAE guidelines, develops and validates financial and risk models, prepares client presentations, participates in meetings, contributes to proposals and business development, and mentors junior consultants. This position emphasizes strong analytical, numerical, and communication skills to address complex risk management challenges and deliver actionable insights in a dynamic, client-facing environment.
Required skills
Key responsibilities
- Apply advanced understanding of Credit and Market Risk to deliver advisory and analytical solutions
- Leverage quantitative analytics and market risk models including VaR, ES, IRB, IFRS 9, FRTB, IRRBB, and CVA to support model development, validation, and implementation
- Manage risk across Spot and Derivative markets for equities, interest rate, credit, commodities, and foreign exchange products, including hedging strategies and valuations
- Develop and validate financial and risk models to meet client and regulatory requirements
- Ensure compliance with local and international regulatory frameworks such as Basel, EBA, and CBUAE guidelines
- Prepare presentations, participate in client meetings, and contribute to proposals and business development initiatives
- Mentor junior consultants, review deliverables, and ensure quality standards are met
Experience & skills
- Possess 3+ years of financial risk management and/or quantitative analysis experience within a financial institution or consultancy/big 4 firm
- Hold a bachelorβs degree in Finance, Financial Engineering, Financial Mathematics, Economics, Applied Mathematics, Physics, or similar
- Professional certifications such as FRM, PRM, or CFA are recommended but not mandatory
- Demonstrate aptitude for quantitative analysis, strong numerical skills, and advanced financial modeling capabilities
- Experience with analytical and risk management tools/systems including Python, Bloomberg, R, SAS, and MATLAB
- Exhibit excellent client-facing communication, presentation, and interpersonal skills
- Ability to manage multiple engagements and competing priorities in a fast-paced environment
- Fluent in English; Arabic is advantageous
- Demonstrate integrity, strong work ethic, and lead by example
- Willingness to travel regularly to client sites