Manager / Senior Manager - Financial Risk Management

About the role

KPMG is looking for a Manager or Senior Manager in Financial Risk Management. The role combines project and team management of FRM engagements with business development, and involves mentoring less experienced staff while keeping up with developments in risk advisory services.

Key responsibilities

• Manage multiple FRM projects and make sure all engagements are planned and delivered within budget and on time
• Own and implement initiatives around market and liquidity risks
• Manage teams and senior client stakeholders, delivering high-quality results and effective solutions
• Mentor, train and advise less experienced staff
• Stay current on new developments in risk advisory services and financial industry knowledge
• Establish and strengthen internal and external relationships and identify opportunities for new clients
• Create practical, innovative insights for clients and contribute to KPMG thought leadership

Required profile

• Bachelor's degree in a relevant field such as Finance, Financial Engineering, Economics, Applied Mathematics or similar
• 10+ years of financial risk management or quantitative analysis experience in a financial institution or consultancy / Big 4 firm
• Professional certification in FRM, PRM or CFA is recommended but not mandatory
• Experience managing and motivating a team in risk-related areas, with leadership in market and liquidity risks
• Ability to map client business requirements into a viable business proposition
• Exposure to business development in consulting (pre-sales support, proposals, RFP responses)
• Strong communication skills with client-facing experience
• Willingness to travel anywhere within the UAE or abroad and to work under pressure with tight deadlines and long hours

Required skills

• Thorough understanding of market risk and liquidity risk
• Quantitative analytics and market risk models including VaR, FRTB, stress testing, liquidity analysis (ILAAP), capital and RWA management, IRRBB, XVA and PFE
• Risk model development and validation
• Spot and derivative markets operations and hedging strategies for equities, interest rates, credit, commodities and FX
• Financial modeling and analytical tools such as Python, R, SAS, VBA and MATLAB
• Understanding of local and international regulatory requirements including Basel