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Highly recommend signing up for a course or at least finding a study group to keep you on track.
If you plan on staying in risk, then it's worth it. If you're looking for something more broad, then the CFA would probably make more sense. It's not that one is better or more important than the other, but obviously the FRM is more targeted. If you do end up taking it, my advice to you would be to take the studying/practicing part serious. It's a bear.
For the FRM have you found the material useful for your career or that it has significantly added to it?
I’ve written a couple of the CFA exams so I am familiar with how much studying may be required. Thinking of FRM as I may stay in a more risk focused area.
I sat for the FRM a few years ago. Did well on 3 of the 4 sections but didn't pass because of the heavy quantitative nature. I'm in risk (more of a project management/governance role) and would only sit for it again if I absolutely had to.
I agree with the comments above. It's a lot of material and I would've found a course or study group helpful. I tried to take it solo study.
I agree with FA1. FRM would be useful if you plan on building your career in Risk management. But if you want to advance your career, CFA would be your best choice. Good luck!