A leading financial institution in the UAE is seeking experienced Quantitative Pricing / Model Validation professionals. This fully remote role focuses on validating pricing and risk models across various asset classes such as Interest Rates and FX Derivatives. Candidates should possess a strong understanding of XVA / CVA modeling and have at least 5 years of relevant experience, ideally within a bank or financial institution. Advanced programming skills in Python or C++ and a Master’s or PhD in a quantitative discipline are essential.
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