Assistant Manager / Manager - Financial Risk Management

Description: KPMG’s Financial Risk Management (FRM) practice is a specialised service line of KPMG’s Risk Consulting practice, focusing on financial risk management services for financial and non-financial institutions in Malaysia and the ASEAN region. FRM’s core services are Basel related services, corporate treasury, valuation of financial instruments and risk modeling. The candidate should ideally have experience within the banking industry, with knowledge of and exposure to risk management functions. Experience in corporate treasury functions is also favorable.

Responsibilities:
Development of credit risk measurement models; focusing on Basel Internal Ratings Based ("IRB") and IFRS credit loss modelling (under IAS 39 and IFRS 9 standards).

Requirements:

Level: Manager and above

  • Candidate must possess at least a Professional Certificate, Bachelor Degree, Professional Degree in Mathematics, Statistics, Computer Science, Actuarial Science, Economics, Engineering or similar quantitative field.
  • 5+ years of working experience; 2-5 years of actual hands-on experience in loss forecasting, stress testing, credit scorecards, risk rating methodologies, Basel II/III and applicable regulatory guidelines.
  • 2+ years of project management / lead role (supervisory role) and / or consulting experience.
  • Familiarity with SAS solutions (e.g. SAS EG and E Miner) including SAS ETL process.
  • Familiarity with banking products.
  • Project management experience.
  • Quantitatively inclined with a good understanding of applied statistics and mathematics.
  • Develop, review and / or validate credit, market or operational risk measurement models.

Level: Assistant Manager

  • Candidate must possess at least a Professional Certificate, Bachelor Degree, Professional Degree in Mathematics, Statistics, Computer Science, Actuarial Science, Economics, Engineering or similar quantitative field.
  • 4+ years of working experience; Actual hands-on experience in loss forecasting, stress testing, credit scorecards, risk rating methodologies, Basel II/III and applicable regulatory guidelines.
  • Familiarity with SAS solutions (e.g. SAS EG and E Miner) including SAS ETL process.
  • Familiarity with banking products.
  • Quantitatively inclined with a good understanding of applied statistics and mathematics.
  • Develop, review and / or validate credit, market or operational risk measurement models.
  • Highly motivated individuals with an interest in developing a career in financial risk management / banking industry / consulting are encouraged to apply.