SM – Financial Risk Management

A Leading Global Consultancy is seeking an analytical Senior Manager – Financial Risk Management to join its practice group in Riyadh. In this strategic management role, you will combine quantitative modeling with regulatory reporting advisory to support tier-1 banks. Furthermore, you will lead high-impact risk transformations and help financial institutions optimize their capital adequacy positions. Consequently, this role is critical for driving corporate growth and expanding our advisory presence across emerging banking markets.

The Senior Manager – Financial Risk Management must integrate strong financial engineering logic with cross-functional team leadership capabilities. Additionally, you will advise corporate clients on working capital efficiencies, cash flow forecasting models, and trade finance security. Therefore, the firm is looking for a consultant who communicates technical details effortlessly before corporate boards and regulators. If you want to steer advanced data management frameworks, this role offers an elite professional step.

Key Responsibilities

• Lead the development, validation, and documentation of Market Risk and Credit Risk systems.
• Evaluate pricing models for fixed income instruments, equities, derivatives, and structured debt.
• Govern model lifecycles, ensuring thorough creation of Business Requirement Documents (BRDs) and validation briefs.
• Advise institutional clients on capital computation approaches, model governance, and stress testing.
• Direct regulatory transformation projects to ensure compliance with Basel III/IV and BCBS 239 metrics.
• Design and deploy comprehensive Regulatory Reporting Frameworks, covering data aggregation and validation tools.
• Provide expert guidance on RegTech and SupTech adoption to optimize efficiency and process automation.
• Design credit risk frameworks, custom corporate credit policies, and structured risk appetite statements.
• Support business development tracks, including authoring client proposals and producing thought leadership.
• Mentor internal consulting teams, fostering a healthy culture of technical accuracy, collaboration, and innovation.

Requirements and Qualifications

• Master’s or PhD in Quantitative Finance, Financial Engineering, Mathematics, Statistics, or Economics.
• 8 to 15 years of relevant professional experience within top-tier consulting firms or financial entities.
• Proven tracking record in Basel frameworks, ICAAP, FRTB, stress testing, and ECL model development.
• Hands-on programming mastery of data management languages, including Python, R, SAS, and SQL scripts.
• Familiarity with financial risk technology terminals (Murex, Calypso, Bloomberg) and big data tools (Spark, Hadoop).