KPMG

Senior Consultant - Valuation & Market Risk, Financial Risk Managemet

KPMG
Full Time
Central
Non-specified
Junior (less than 3 years)
Doctoral
English, Mandarin (Putonghua)

Job Description

Senior Consultant - Valuation & Market Risk, Financial Risk Managemet

Location: Hong Kong

In KPMG's Advisory practice, we don't limit ourselves to either strategy or implementation. We deliver both. Our team in Hong Kong is young and enthusiastic and always pushes itself to succeed. Since its creation, the team has developed in-depth knowledge of an incredibly broad spread of sectors and services.

Banking Advisory is a core service area for KPMG China and we are looking for a Senior to join our Financial Risk Management practice

KPMG’s Financial Risk Management (FRM) banking advisory team advises clients on the development and implementation of risk management policies, systems, solutions, and controls. Working with professionals from KPMG’s international and local network we offer a broad range of financial risk management services to help international banks, insurance companies, asset managers, and corporate and public clients identify, assess, manage, report, and limit the risks they face.

Our scope of work covers the full spectrum of financial risks, such as credit risk, market risk, operational risk and liquidity risk; economic capital, capital management, stress testing, risk modeling and validation; regulatory compliance issues; and the prevention of money laundering and terrorist financing. There is a particular emphasis currently on the implementation of Basel II/III and other current local and international regulatory and risk management initiatives. Clients include local and foreign financial institutions.

We currently have an outstanding opportunity in Hong Kong for a manager to provide experience and to help our expanding FRM team further develop its leading market position in the provision of banking and securities advisory services. Depending on experience and skills, the role will include the delivery and management of Basel II & III and risk management projects, business development and marketing work for our services, and staff management for ensuring the future growth of the Financial Services Advisory practice in Hong Kong.

Responsibilities

- Perform valuation / modeling / model validation of a wide variety of financial instruments, including fixed income products, interest rate, FX, equity derivatives, etc
- Perform quantitative advisory services to implement market risk system (valuation models, VaR, sensitivities, stresstesting, backtesting, capital calculation, etc) of financial institutions
- Develop and maintain productive working relationships with client personnel
- Build strong internal relationships within the Advisory practice and across other services

Qualifications

- BSc / MSc / PhD in a quantitative discipline (e.g. Financial Engineering / Mathematics / Statistic / Finance)
- Strong programming skills and proficiency in VBA / Matlab / C++ / etc
  - Certified Financial Analyst or Financial Risk Manager or equivalent qualification is a plus
  - Multi-year working experience in derivative instruments (including exotic Interest rate, FX and equity products) valuation, market risk measurement, and models development and validation
  - Strong product and market knowledge in relation to derivatives and related valuation and risk management issues
  - Familiarity with valuation and market risk system implementation is a plus
  - Ability to work independently to resolve unstructured problems
  - Ability to interact confidently with Front Office and other quantitative departments of client firms in discussing pricing and modeling issues
  - Team player with leadership potential
  - Strong verbal and written communication
  - Excellent command of verbal and written English; Mandarin is desirable but not essential

We offer successful candidates an attractive remuneration package and the opportunity to work in a dynamic and exciting environment.

Personal data collected will be used for recruitment purposes only.

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Professional Qualifications

  • CFA Level III / CFA Charterholder

Technical Skills

  • Basel II
  • C++
  • Credit Risk
  • Derivatives
  • Equities
  • Equity Derivatives
  • FX
  • Market Risk
  • MATLAB
  • Operational Risk
  • Risk Management
  • Staff Management
  • Value at Risk
  • Visual Basic for Applications (VBA)