Sa/assistant Manager

2 weeks ago


Subang Jaya, Selangor, Malaysia KPMG Full time
SA/Assistant Manager /Manager - FRM - Market Risk

Grade:

Experienced

Department:

Financial Risk Management

Descriptions:

Responsibilities:

Requirements:

  • BSc/ MSc/ PhD in a quantitative discipline (e.g. Financial Engineering/ Mathematics/ Statistic/ Finance)
  • Strong programming skills and proficiency in VBA/Matlab/C++/etc
  • Certified Financial Analyst or Financial Risk Manager or equivalent qualification is a plus
  • Multiyear working experience in derivative instruments (including exotic Interest rate, FX and equity products) valuation, market risk measurement, and models development and validation
  • Strong product and market knowledge in relation to derivatives and related valuation/ risk management issues
  • Familiar with valuation/market risk system implementation is a plus
  • Ability to work independently to resolve unstructured problems
  • Ability to interact confidently with clients in discussing pricing and modeling issues
  • Team player who has leadership potential
  • Strong verbal and written communication skills


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