Manager - Market Risk, Financial Risk Management

Hong Kong, Hong Kong
22 Sep 2021
07 Oct 2021
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
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 have 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 Manager to join our Financial Risk Management practice.

KPMG's Financial Risk Management (FRM) team advises clients on the development and implementation of risk management policies, systems and controls. Working with professionals from KPMG 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 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; licensing and regulatory reporting. There is a particular emphasis currently on assisting clients prepare for the implementation of FRTB (Fundamental Review of the Trading Book)/Basel IV and other current local and international regulatory and risk management initiatives. Clients include local and foreign financial institutions, and there is a strong focus on financial institutions in mainland China.

We currently have an outstanding opportunity in Hong Kong for Manager to provide experience and to help our expanding FRM team further develop its leading market position in the area of financial services advisory.

As a manager, your role will be assisting clients with policy, framework, regulation, process, methodology, models and systems related to Market Risk. Your main responsibilities will be:

• Manage the execution of FRM Market Risk engagements to ensure quality service is delivered
• Develop and maintain productive client relationships, maximising business opportunities
• Supervise a growing specialist team and contribute to the career development of team members
• Play a key role in business development across regions
• Maintain up-to-date knowledge of risk management practices, both locally and internationally.
• Build strong internal relationships within Advisory practice and across other services.

• At least 5 years experience in professional services advisory, management consultancy, international banking, insurance or a blue chip industry company with demonstrable experience in financial risk management
• Possess a depth of knowledge in:
  • Financial Risk Management within a Banking or Securities firm
  • Knowledge of advanced approaches for Market Risk (IMA) including backtesting
  • Capital treatments for interest rate related instruments, currency and commodities, and equity in the trading book under the Basel (HKMA) definitions
  • Understanding of Derivative and Structured financial instruments
  • Understanding of VaR analysis and related control processes and policy
  • Financial instrument valuation and methodologies and P&L attribution as relates to the trading book
  • Understanding/experience of front, middle, back office operations for trading financial products
  • Experience with SAS, R, Metlab is a plus

• Exceptional interpersonal skills with a demonstrated ability to gain the confidence and respect of senior executives
• Strong planning and organizing skills, with the ability to work effectively under pressure managing multiple/ large scale projects or project deliverables
• Excellent analytical skills coupled with a pragmatic approach to problem solving
• Fluent in both English with excellent business and technical writing and presentation skills. Proficiency in Chinese (Mandarin and Cantonese) is a strong advantage
• Cross cultural business and overseas experience preferred
• Degree holder in Finance, Risk Management, Accounting/Financial and Actuarial Engineering/Business Mathematics or any other business related discipline
• HKICPA, CFA or FRM Designation preferable

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