AD – Financial Risk Management

A global consulting firm is seeking a dynamic Associate Director – Financial Risk Management to lead its practice expansion. In this senior leadership role, you will combine quantitative mastery with strategic insight to drive institutional solutions. Furthermore, you will take responsibility for advising premier banking clients on structural risk frameworks and capital optimization. Consequently, this position is crucial for accelerating group revenues and growing our professional financial consulting footprint across the region.

The Associate Director – Financial Risk Management must blend stellar technical execution with proactive business development acumen. Additionally, you will look over the entire model lifecycle, verifying that validation standards align with central bank criteria. Therefore, the company is looking for a seasoned consultant who excels at mentoring cross-functional delivery squads. If you want to steer advanced financial risk solutions within an expanding global delivery model, this role offers an unmatched path.

Key Responsibilities

• Lead the development, validation, and documentation of complex Market Risk and Credit Risk models.
• Oversee implementation frameworks for advanced capital structures, including FRTB, VaR, and stress testing.
• Govern the end-to-end model lifecycle, covering Business Requirement Documents (BRDs) and governance protocols.
• Advise executive bank clients on model risk management boundaries, tracking metrics, and capital computation.
• Direct transformation projects on regulatory reporting to ensure compliance with Basel III/IV and BCBS 239.
• Provide strategic guidance on RegTech and SupTech adoption to enhance automation and process efficiency.
• Design robust credit risk policies, credit frameworks, and risk appetite statements for financial institutions.
• Advise corporate clients on working capital efficiency, liquidity optimization, and trade finance management.
• Drive business development efforts, including client presentations, proposal creation, and thought leadership.
• Mentor and lead cross-functional consulting teams, fostering a culture of technical excellence and innovation.

Requirements and Qualifications

• Master’s or PhD in Quantitative Finance, Financial Engineering, Mathematics, Statistics, or Economics.
• 8 to 15 years of relevant experience within top-tier consulting firms, financial institutions, or regulatory bodies.
• Proven expertise in market risk capital computation, credit risk frameworks, and statutory regulatory reporting.
• Hands-on technical familiarity with Basel standards, ICAAP, FRTB, stress testing, and ECL model development.
• Exposure to risk technology terminals (Murex, Calypso, Bloomberg, SAS) and programming in Python, R, or SQL.