Job DescriptionMajor duties: Project and Team Related
- * Mange 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
Education And Experience Required
- * As a minimum a bachelor’s degree in a relevant field including Finance, Financial Engineering, Economics, Applied Mathematics or similar.
- 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. Python, R, SAS, VBA, MATLAB)
To be successful in this role, you must also bring to the table:
- * Thorough understanding of Market Risk and Liquidity Risk
- Experience in Quantitative Analytics, Market Risk Models including VaR, FRTB, Stress testing, Liquidity Analysis including ILAAP, Capital and RWA Management and Optimization, IRRBB, XVA and PFE
- 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
- 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
