KPMG's Financial Risk Management (FRM) group helps clients identify measure and monitor financial and business risks. In a rapidly expanding market, our input is key, as we enable clients to utilise the leading practices in risk control. The FRM Group provides three main services - Treasury Audit, Accounting & Valuation and FRM Advisory. These represent the most interesting and stimulating areas of work, where every team member is a highly visible, professional and valued contributor.
Responsibilities:
- Perform valuation review on financial instruments covering a wide range of products in the equity, credit, foreign currency, and commodity market
- Identify valuation process improvement opportunities for assigned clients
- Research valuation methodology and process issues
- Analyze sensitivity of financial instruments valuation to various market risks
Experience:
- University graduate in a quantitative area (e.g. mathematics/statistic/Financial Engineering) and post graduate qualification relating to quantitative finance is a plus
- Certified Financial Analyst or Financial Risk Manager or equivalent qualification
- At least five years quantitative industry experience in financial services preferably in a major international bank
- In depth knowledge of financial instruments such as swaps, forwards, structured options and structured notes
- Highly developed reasoning and analytical skills
- Able to work independently and under pressure
- Motivation to learn new products and valuation models
- Excellent English skills, both verbal and written
If your background meets these requirements, you’ll be in prime position to succeed at KPMG. Please follow the "Apply" link to send your CV and current salary details. We offer successful candidates an attractive remuneration package and the opportunity to work in a dynamic and exciting environment.