Senior Associate / Assistant Manager - Credit Risk (Petaling Jaya)

Descriptions

KPMG’s Financial Risk Management (FRM) practice is a specialized service line of KPMG’s Risk Consulting practice, focusing on financial risk management services for financial and non-financial institutions in Malaysia and the ASEAN region. FRM’s core services are Basel related services, valuation of financial instruments and risk modeling. The candidate should ideally have experience within the banking industry, with knowledge of and exposure to risk management functions.

Experience in corporate treasury functions is also favorable.

Responsibilities

Development of credit risk measurement models; focusing on Basel Internal Ratings Based ("IRB") and IFRS credit loss modelling (under IAS 39 and IFRS 9 standards).

Requirements

• Candidate must possess at least a Professional Certificate, Bachelor Degree, Professional Degree in Mathematics, Statistics, Computer Science, Actuarial Science, Economics, Engineering or similar quantitative field.
• 2+ years (Senior Associate) 4+ years (Assistant Manager) of working experience; Actual hands-on experience in loss forecasting, stress testing, credit scorecards, risk rating methodologies, Basel II/III and applicable regulatory guidelines.
• Familiarity with SAS solutions (e.g. SAS EG and E Miner) including SAS ETL process.
• Familiarity with banking products.
• Good writing and communication skills in English.
• Quantitatively inclined with a good understanding of applied statistics and mathematics.
• Assistant Manager candidates should have experience in leading streams or demonstrate capabilities to guide team members
• Develop, review and / or validate credit, market or operational risk measurement models.
• Highly motivated individuals with an interest in developing a career in financial risk management/ banking industry / consulting are encouraged to apply.

For further information, and to apply, please visit our website via the “Apply” button below.

Candidates must be resident in Malaysia, or have the right to work in Malaysia.