Consultant/Senior Consultant, Financial Risk Management
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.
Banking Advisory is a core service area for KPMG China and we are looking for a Consultant/Senior Consultant 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 networks, 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 and regulatory compliance issues. 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 institutions, and especially there is a strong focus on Chinese financial institutions in Hong Kong.
We currently have an outstanding opportunity in Hong Kong for Consultant/Senior Consultant to provide experience and to help our expanding FRM team further develop its leading market position in the provision of banking advisory services. Depending on experience and skills, the role will include the delivery and management of compliance and risk management projects, and staff management for ensuring the future growth of the Financial Services Advisory practice in Hong Kong & China. Responsibilities
•Support Engagement Managers to provide high quality, professional day-to-day execution of FRM projects to financial institutions, in particular
- Planning, implementation, and process optimisation of enterprise risk management for financial institutions
- Valuation, modelling and quantitative management of financial instruments
- Market risk management consulting
- Credit risk management consulting
- Operational risk management consulting
- Liquidity risk management consulting
- Treasury management
- Other SFC and HKMA regulatory compliance consulting
•Support Engagement Managers in engagement planning, scheduling, coordination and administration of engagements
•Develop and maintain productive working relationships with client personnel, and lead client meetings
•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
•Around 1 - 4 years' experience in operating or regulatory compliance, risk management in either credit, liquidity, market or operational risks or capital management, and preferably experience gained in multi-national corporations, public listed companies or professional services firms
•Experience with VBA, Python, C++, SQL, R, SAS, Matlab is a plus
•Qualified HKICPA, ACCA, AICPA, CIA, FRM, CFA or equivalent would be advantageous
•Strong written and verbal communication skills in English and Cantonese, fluency in Putonghua would be advantageous
•Strong interpersonal, influencing and communication skills
•Self-motivated and able to work independently
•Demonstrated ability to learn and succeed in a fast-paced environment. Highly adaptive and flexible