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Unison Consulting Pte Ltd

Senior Quantitative Consultant (ALM & Risk Analytics)

Abu Dhabi , United Arab Emirates
full-time

AI overview

Develop and maintain ALM and IRRBB models while collaborating with finance and risk teams to support strategic decision-making in the banking sector.

We are seeking an experienced Senior Quantitative Consultant with strong expertise in Asset Liability Management (ALM), Interest Rate Risk in the Banking Book (IRRBB), and risk analytics. The ideal candidate will have hands-on experience in quantitative modeling, data analysis, and regulatory risk frameworks within the banking domain.

Key Responsibilities

  • Develop, enhance, and maintain ALM and IRRBB models.
  • Perform behavioral modeling for deposits and loan prepayments.
  • Conduct interest rate sensitivity analysis (EVE / NII).
  • Support liquidity risk analytics and balance sheet simulations.
  • Extract, process, and analyze large datasets using SQL.
  • Build, validate, and maintain statistical models using SAS.
  • Prepare and maintain comprehensive model documentation.
  • Support model governance, validation, and regulatory compliance processes.
  • Collaborate with risk, finance, and business teams to support strategic decision-making.

Requirements

Required Qualifications & Skills

  • 5–8 years of experience in banking risk analytics and ALM.
  • Strong hands-on expertise in SAS and SQL for model development.
  • Proven experience in IRRBB, liquidity risk, and behavioral modeling.
  • Exposure to GCC banking regulations and practices is preferred.
  • Strong quantitative background in Finance, Mathematics, Statistics, Engineering, or related fields.
  • Excellent analytical, problem-solving, and communication skills.
  • Ability to work independently and manage multiple priorities effectively.
Unison Consulting Pte Ltd

Unison Consulting was launched in Singapore on September 2012, the hub of the financial industry, with innovative visions in the technocratic arena. We are a boutique next-generation Technology Company with strong business-interests in Liquidity risk, Market Risk, Credit Risk and Regulatory Compliance. Unison provides technology consulting and services to implement Risk Management and Risk Analytics System for Financial Institutions. Our services suite comprises of Techno-Functional consulting, systems integration, Business Intelligence, information management, and custom development of IT solutions, plus project management expertise for financial institutions. We have expertise in latest cutting edge technology to achieve better total cost of ownership. Through our qualified professionals, we assist you drive your unique risk management strategies, whether that means efficient monitoring, improving risk appetite of the financial institutions, complying with regulations, or capturing growth opportunities through innovation, this is what maximizes your decision taking potential. At Unison Consulting, we view clients as partners, and our success is only measured by the success of our partners. So we put it all on the table in order to exceed expectations. Our staff consists of young, energetic and innovative consultants who are never afraid to challenge the conventions and push the boundaries in an effort to help our clients. For every project, no matter how large or how small, we strive to not only meet your needs, but deliver a showcase in your field.

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