Consultant, Financial Risk Management, Risk Consulting
In KPMG's Advisory practice, we don't limit ourselves to either strategy or implementation. Instead, we deliver both. Our team in Hong Kong and in China is a young and enthusiastic team that always pushes itself to succeed. Since our creation, we've developed in-depth knowledge of an incredibly broad spread of sectors and services.
Advisory is a core service area for KPMG China and we are looking for high caliber graduates with up to 2 years' experience to join our Financial Risk Management practice.
KPMG's Financial Risk Management (FRM) advisory team advises financial services clients on the development and implementation of risk management strategies, 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 local and 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; licensing and regulatory reporting. There is a particular emphasis currently on the local and international regulatory and risk management initiatives, such as Initial Margin, FRTB, and pricing model validation (including but not limited to digital, barrier, Vanna Volga, HW1F, Local Vol, LMM, Heston), etc. Clients include both local and global financial services institutions, and especially there is a strong focus on Chinese financial institutions in Hong Kong.
We currently have outstanding opportunities in Hong Kong for candidates with up to 2 years post-graduation experience to join our expanding FRM team as we further develop our leading market position in the provision of financial services advisory. Responsibilities
• Work on project teams to provide high quality, professional day-to-day execution of FRM engagements to financial institutions, in particular:
o Planning, implementation, and process optimisation of enterprise risk management for financial institutions
o Valuation, modelling and quantitative management of financial instruments
o Market risk management consulting
o Credit risk management consulting
o Operational risk management consulting
o Liquidity risk management consulting
o Treasury management
o Other SFC and HKMA regulatory compliance consulting
• Support engagement planning, scheduling, coordination and administration of engagements
• Develop and maintain productive working relationships with client personnel
• Assist with proposal drafting and business development activities
• Build strong internal relationships within the Advisory practice and across other services Qualifications
• Bachelor's degree in Mathematics, Statistics, Financial Mathematics, Financial Engineering, Financial Risk Management, Quantitative Economics, or other related field from an accredited college / university
• Strong written and verbal communication skills in English and Cantonese and/or Putonghua, including business and technical writing and presentation skills
• Strong planning and organizing skills, with the ability to work effectively under pressure managing projects/deliverables
• Self-motivated and able to work independently with the ability to learn and succeed in a fast-paced environment. Highly adaptive and flexible
Desirable skills / experience
• Up to 2 years' experience in compliance or risk management in either credit, liquidity, market risks or capital management, and preferably experience gained in multi-national corporations, public listed companies or professional services firm
• Experience with VBA, Python, C++, SQL, R, SAS, Matlab