Job Description
As Manager within the Financial Risk Management (FRM) Team your role involves developing and implementing risk solutions for financial institutions clients with a focus on market risk and liquidity risk.
Project and Team Related
- Manage multiple FRM projects and ensure all engagements are planned and delivered within budget and on time.
- Own and implement initiatives around market and liquidity risks.
- Manage teams as well as senior client stakeholders and be responsible for delivering high quality results and generating effective and impactful solutions.
- Play a key role in the development of less experienced staff through mentoring, training and advising.
- Remain current on new developments in Risk advisory services capabilities and financial industry knowledge.
Business Development
- Establish, maintain and strength internal and external relationships.
- Identify possible opportunities and direct purist for new client opportunities.
- Draw on your knowledge and experience to create practical and innovative insights for clients contributing to KPMG thought leadership.
- The Individual
- Thorough understanding of Market Risk and Liquidity Risk
- Experience in Quantitative Analytics, Market Risk Models including VaR, FRTB, IRRBB, CVA
- Experience in Liquidity management including liquidity gap, ALM, FTP, ILAAP
- Experience with risk models development and validation
- Good understanding of Spot and Derivative markets operations for equities, interest rate, credit, commodities and foreign exchange products; Risk management (hedging strategies) and valuation aspects of the same
- Prior experience in Financial Modeling
- Good understanding of local and international regulatory requirements including Basel and CBUAE guidelines
- Strong analytical and problem-solving skills
- Prior experiences in managing and motivating a team in risk related areas, with clear leadership in market and liquidity risks
- Strong ability to map client business requirements and convert the same to a viable business proposition.
- Exposure to business development in consulting (Pre-sales support, proposals, RFP responses)
- Strong communication skills with client facing experience.
- Ability to work under pressure and manage multiple projects at a time.
- Demonstrate integrity, values, principles, and work ethic and lead by example.
- Qualifications
- As a minimum a bachelor's degree in a relevant field including Finance, Financial Engineering, Economics, Applied Mathematics or similar.
- 7+ years of strong financial risk management /Quantitative analysis experience within a financial institutions or Consultancy/big 4 firms
- Professional certification in FRM, PRM, CFA is recommended but not mandatory
- Aptitude for quantitative analysis and strong numerical skills with evidence of advanced financial modeling skills
- Experience in analytical and risk management tools/systems (e.g. Python, R, SAS, MATLAB, Calypso, Murex, etc.)
- WHAT WE OFFER YOU
- A professional work environment full of challenges and development opportunities
- A competitive salary and benefits package
- Ongoing training and coaching to develop new skills and progress your career.
