Job Description
Role & Responsibilities
As a Senior Consultant 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.
Projects and Team Related
- Execute multiple FRM projects and ensure all engagements are planned and delivered within budget and on time
- Remain current on new developments in Risk advisory services capabilities and financial industry knowledge.
The Individual
- Thorough understanding of Market Risk
- Experience in Quantitative Analytics, Market Risk Models including VaR, FRTB, IRRBB, CVA
- 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 and experience with risk models development and validation
- Good understanding of local and international regulatory requirements including Basel and CBUAE guidelines
- Strong analytical and problem-solving skills
- 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.
- 4+ 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 YO
- 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
