Overview

About the job

Job Description:

  • Role & Responsibilities

As Manager within the Financial Risk Management (ā€œFRMā€) 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.

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
  • The Individual
  • Thorough understanding of Market Risk and Liquidity Risk
  • Experience in Quantitative Analytics, Market Risk Models including VaR, FRTB, IRRBB, CVA
  • Experience in Liquidity management including liquidity gap, ALM, FTP, ILAAP
  • 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 and CBUAE guidelines
  • 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 and manage multiple projects at a time
  • Demonstrate integrity, values, principles, and work ethic and lead by example
  • Qualifications
  • As a minimum a bachelorā€™s degree in a relevant field including Finance, Financial Engineering, Economics, Applied Mathematics or similar.
  • 7+ 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.

About KPMG Lower Gulf

For almost 50 years, KPMG Lower Gulf Limited has been providing audit, tax and advisory services to a broad range of domestic and international, public and private sector clients across all major aspects of business and the economy in the United Arab Emirates and in the Sultanate of Oman. We work alongside our clients by building trust, mitigating risks, and identifying business opportunities.