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kpmg lower gulf

Senior Consultant (Market Risk)

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  • Posted 8 months ago
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Job Description

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 You

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

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About Company

Job ID: 127067635