南京招聘

Senior Consultant / Manager / Senior Manager, Financial Risk Management – Credit Risk



Overview
KPMG is a global network of professional firms providing Audit, Tax and Advisory services. We operate in 155 countries and have more than 162,000 people working in member firms around the world. The independent member firms of the KPMG network are affiliated with KPMG International Cooperative ("KPMG International"), a Swiss entity. Each KPMG firm is a legally distinct and separate entity and describes itself as such.

KPMG’s Financial Risk Management (FRM) group helps client’s management to identify, measure, and monitor financial and business risks, the relationships between risks and returns, and the control environment over the management and reporting of these risks. In the rapidly expanding Chinese financial market, FRM group assists in financial instruments valuation, internal control measurement, and regulatory compliance assessment to help management leverage the leading practices in risk control to their financial benefits.

Responsibilities:
- Timely manage the execution of FRM engagements to ensure quality service is delivered
- Develop and maintain client relationships, maximize business opportunity
- Supervise a growing specialist team and contribute to the career development of team members
- Play a key role in the business development across regions

Experience and Knowledge:
- At least 4 years experience in professional services advisory, management consultancy, international banking, insurance or a blue chip industry company with demonstrable experience
- Have in depth knowledge of:
- Financial Risk Management
- Business process analysis
- Basel II related
- Risk control processes
- Financial instrument valuation
- Structured financial products
- 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
- Excellent business and technical writing and presentation skills with experience in developing training materials
- Cross cultural business and overseas experience preferred

If the candidate has experience in either of the below expertise, that is great.
- Credit Risk
- Knowledge of Basel rules especially for credit risk IRB model ( PD, LGD and EAD )
- Experience in credit risk management function in financial institutions (including but not limited to develop credit policy, design credit process, underwrite loans for corporate/retail loans, and develop credit risk models)
- Knowledge in software to develop the models (e.g. SAS, VBA, Matlab)
- Market Risk
- Knowledge of treasury products including bond trading, FX products (FX spot/swap/option, etc), interest rate derivatives (IRS/FRA/option, etc), credit derivatives (CDS, etc), and commodity or equity related products
- Experience in risk management of key products as mentioned above and market risk management of trading portfolio or trading strategy
- Experience in fair value valuation or pricing modeling of key treasury products; familiar with valuation models and risk measurement tools such as VaR/stress testing
- Preferable to have knowledge in Basel rules on market risk IMA method, or have basic knowledge on market risk capital management
- Treasury System and Data
- Knowledge of treasury products including bond trading, FX products (FX spot/swap/option, etc), interest rate derivatives (IRS/FRA/option, etc), credit derivatives (CDS, etc), and commodity or equity related products.(this is the same with “Market Risk B grade”)
- Experience in treasury system design or process, including bank front office trading system or middle office risk management system or back office settlement system
- Knowledge of data management, including interface development or market/trading data maintenance, etc.

Education and Professional Certifications:
- Degree holder in Finance, Statistics, Risk Management, Accounting / Financial and Actuarial Engineering / Mathematics or any other business related discipline

Other Requirements:
- Excellent written and spoken English and Putonghua

Overview

KPMG China operates in 16 cities across China, with around 10,000 partners and staff in Beijing, Beijing Zhongguancun, Chengdu, Chongqing, Foshan, Fuzhou, Guangzhou, Hangzhou, Nanjing, Qingdao, Shanghai, Shenyang, Shenzhen, Tianjin, Xiamen, Hong Kong SAR and Macau SAR.

KPMG is a global network of professional services firms providing Audit, Tax and Advisory services. We operate in 152 countries and regions, and have 189,000 people across a range of disciplines working in member firms around the world.

毕马威简介

毕马威在中国十六个城市设有办事机构，合伙人及员工约10,000名，分布在北京、北京中关村、成都、重庆、佛山、福州、广州、杭州、南京、青岛、上海、沈阳、深圳、天津、厦门、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152个国家和地区，拥有189,000名来自不同专业的员工，提供审计、税务和咨询等专业服务。