Senior Consultant-Financial Risk Management

Join to apply for the Senior Consultant-Financial Risk Management role at KPMG Lower Gulf

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.

• 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

• 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.)

• 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