Job Description




Major 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.

• 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

• 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)

• 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