Sa/assistant Manager

4 days ago


Petaling Jaya, 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 - Multi-year 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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