Hong Kong - Consultant/Senior Consultant, Risk Consulting, Financial Risk Management

Hong Kong, Hong Kong
Sep 27, 2022
Oct 03, 2022
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Service Line Overview
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 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.

Key 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
Experience & Background
  • 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
About KPMG
At KPMG China, we are committed to being an equal opportunity employer, with zero tolerance for any form of discrimination against any persons. It is important for us to create an inclusive, diverse and agile workplace for our people to develop and thrive at both a personal and professional level.
We strive to make ESG (environmental, social and governance) a watermark running through our organisation; from empowering our people to become agents of positive change, to providing better solutions and services to our clients. To lead by example, we launched Our Impact Plan (OIP) which includes our ESG commitments and progress across four key pillars - Planet, People, Prosperity and Governance.
We encourage you to come as you are, and we welcome all qualified candidates to apply, and hope you unlock opportunities with us. Visit KPMG China website for more company information.
Please note that all information in this form has been voluntarily supplied and will be used by KPMG for selection purposed only.
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