北京招聘

职位描述：
KPMG’s Financial Risk Management (FRM) 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 network, we offer a broad range of financial risk management services to help international and local banks, securities companies, asset managers, and corporate clients identify, assess, manage, report, and limit the risks they face.

We currently have an outstanding opportunity in Shanghai for a manager to provide experience in the risk modelling and quantitative analysis services. The role will include the design and validation of risk management models, covering market risk and valuation of complex derivative portfolios.

Responsibilities

- Work closely with the PM on the design and development of the risk management models. Independently pricing and valuation of complex derivative products by self-developed models or third-party vendors
- Evaluate the integrity of vendor supplied pricing data against market movements and alternative sources; resolve price challenges by validating data input and reviewing pricing models and system configurations
- Collaborate with internal and external IT teams, data and system vendors on system implementation
- Maintain up-to-date knowledge of new treasury product types, vendor offerings and regulatory changes regarding the Basel III/IV, CBRC & PBOC requirements

Experience

- Technical/analytical education background (Quantitative Finance, Statistics, Science and Technology, Physics, Engineering, Computer Science or other quantitative subjects)
- Minimum 5 years’ experience in professional firms, system vendors or financial institutions for manager level
- Knowledge of valuation models on financial derivatives, market data and system vendors. Experience in implementation of risk systems is preferred
- Excellent market research and data analysis skills. Analytical, attentive to details balanced with the ability to grasp strategic principles
- Strong skills in programming is preferred, including VBA, JAVA, C++
- FRM or CFA certification is preferred

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https://krb-xjobs.brassring.com/TGWEbHost/jobdetails.aspx?partnerid=30008&siteid=5065&Areq=125780BR 举报 分享

Overview

KPMG China operates in 25 cities across China, with around 12,000 partners and staff in Beijing, Changsha, Chengdu, Chongqing, Foshan, Fuzhou, Guangzhou, Haikou, Hangzhou, Hefei, Jinan, Nanjing, Ningbo, Qingdao, Shanghai, Shenyang, Shenzhen, Suzhou, Tianjin, Wuhan, Xiamen, Xi’an, Zhengzhou, Hong Kong SAR and Macau SAR.

KPMG is a global network of professional services firms providing Audit, Tax and Advisory services. We operate in 147 countries and territories, and have 219,000 people working in member firms around the world.

毕马威简介

毕马威在中国二十五个城市设有办事机构，合伙人及员工约12,000名，分布在北京、长沙、成都、重庆、佛山、福州、广州、海口、杭州、合肥、济南、南京、宁波、青岛、上海、沈阳、深圳、苏州、天津、武汉、厦门、西安、郑州、香港特别行政区和澳门特别行政区。

毕马威是一个由专业服务成员所组成的全球网络。成员所遍布全球147个国家和地区，拥有专业人员219,000名，提供审计、税务和咨询等专业服务。