Financial Risk Management - Manager/Senior Manager
KPMG’s Financial Risk Management (FRM) banking advisory team advises clients on the development and implementation of risk management policies, systems and controls. The scope of the 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.
What you will do:
- Perform advisory services to implement risk framework and system for financial institutions
- Work with clients to understand and analyze their credit portfolios, underlying risks and risk factors to then formulate approaches to develop appropriate credit models
- Develop credit models (PD, LGD, EAD, impairment, EL, as appropriate) using necessary statistical methodologies with the use of relevant analytical solutions.
- Minimum Bachelor degree from local or overseas graduates. Candidate with CFA/ FRM certification preferred
- Minimum of 7 years experience in specific risk areas, i.e. Credit/ Market/ Regulatory/ Operational risk
- Have a background in Risk Management from a Financial Institution or Consulting
- Have a sound knowledge of Basel accords and related areas
- Solid knowledge base on credit risk and IRB (internal rating based) modeling technique and IFRS9 impairment model
- Possess a solid understanding of how a risk department covering key processes, people and data and key issues faced and actions being taken by the banks to address those issues
- Have excellent understanding of complex change initiatives in the global financial services industry.
Due to the amount of applications we received, regretfully only shortlisted candidates will be notified.
For further information, and to apply, please visit our website via the “Apply” button below.