Financial Services Advisory - Enterprise Risk Manager at Deloitte

About the Job

We are looking for someone who will be able to fulfil the following requirements

We are growing our enterprise risk management and capital team. Our service offering includes:

• Balance sheet management across banks and insurers

• Financial modelling across all financial institutions (Excel, VBA, C#, cloud based solutions)

• Enterprise Risk Management (ERM) across banks and insurers

• Capital modelling

• Integrated risk and finance budgeting and strategic planning

• Risk and capital management (stress testing, risk and capital aggregation and allocation, Economic Capital (EC) modelling and risk type measurement and monitoring)

• Asset and Liability Management (Dynamic hedging, macro hedge accounting, strategic and tactical asset allocation and shareholder portfolio management)

• Risk appetite and risk strategy (risk appetite statements, setting and allocating risk appetite)

• Resource management (performance measurement and incentivisation, portfolio optimisation)

• Treasury management (financial institutions as well as corporates)

About You

• You would need to have the following qualifications
• Honours or Masters Degree in Quantitative risk management;
• Qualified/ nearly qualified Actuary (at least 12 Board exams), CERA would be advantageous
• Qualified CA
• Qualified Engineer with an interest in financial markets
• FRM, PRM, CFA, MBA is not required but would be advantageous

Skills and Experience in at least two of the following areas (at least 3 years).

• Balance sheet management
• Balance sheet/ capital optimisation
• Business performance measurement and incentivisation
• Fund transfer pricing (FTP)
• Capital allocation
• Stress testing
• Asset liability management
• Interest rate risk in the banking book (IRRBB)
• Treasury management
• Experience across credit risk, market risk, liquidity risk, operational risk, insurance and business risk

You would need to have the following behavioural competencies

• Strong problem solving capabilities
• Ability to learn on the job
• The ability to interact in a team-environment and manage a team
• The ability to find innovative solutions to complex and often unusual challenges
• Strong attention to detail
• Ability to use initiative
• Ability to work independently/ self starter
• Ability to effectively and efficiently prioritise
• Flexible and adaptable
• Able to handle pressure
• Strong Communication skills