Manager-Financial Risk Management

1. Role & Responsibilities

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

1. 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

1. 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.)

1. 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.