Manager/Senior Manager - Financial Risk Management (FRM)/ Market and Liquidity Risk
Role & Responsibilities
As a Manager/ Senior 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.
• 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
• Thorough understanding of Market Risk and Liquidity Risk
• Experience in Quantitative Analytics, Market Risk Models including VaR, Stress testing, Liquidity Analysis including ILAAP, Capital and RWA Management and Optimization, IRRBB, ICAAP, CVA and Risk Appetite.
• 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
• Sound knowledge of Basel III Accord and related areas
• 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 stringent deadlines and tough client conditions which may demand extended working hours.
• Willingness to travel anywhere within UAE or abroad
• Demonstrate integrity, values, principles, and work ethic and lead by example
• As a minimum a bachelor s degree in a relevant field including Finance, Financial Engineering, Economics, Applied Mathematics or similar.
• 7-10 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. SAS, Murex, VBA, R, MATLAB)