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While RMP is a great credential, I highly recommend you go for the PMP and then PMI-ACP as everything revolves around and involves agility these days. Good Luck !
When I undertook my RMP certification, it was because I was working in financial planning. If you are involved in the Finance industry, you will find risk management certification an asset.
It depends on the purpose behind getting the certifications. The PMP likely has value if you are applying for roles where it is a mandatory or discretionary requirement. I have yet to see a job posting reference the PMI-RMP.
Studying for it will likely elevate your knowledge of project risk management, but so would reading the RM standard and other risk resources (e.g. Dr. David Hillson's archive of articles on project risk management).
Given the costs of the certification (one time and ongoing), you can do some cost analysis to see if it is a cheaper approach than some other way of gaining the RM knowledge you seek.
My recommendation is to focus only on one certificate, and it will depend on your purpose, this means; if you want to be a project manager go to a PMP certificate, and if want to be in the risk management section you must go to an RMP certificate.
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