Senior Manager, Basel Model Risk Management

KPMG is a global network of professional services firms providing Audit, Tax and Advisory services. KPMG Executive Search and Recruitment is a business unit of KPMG China and is one of the few recruitment consultancy firms in Hong Kong that is part of a large professional organisation. We work alongside a group of professionals and advisors who provide us with a high level of insights and awareness about a wide range of businesses and professions. We support the clients and aim to provide a pleasant working experience for the clients and candidates.

Our client is a regulatory statutory body in Hong Kong.

• Act as model risk specialist knowledgeable in Basel capital requirements.
• Work with a team of risk management professionals to incorporate advanced standards and regulatory work including: Basel capital standards (internal model approach and FRTB) into the regulatory capital framework for licensed corporations.
• Assist in reviewing financial models and risk management infrastructures of licensed corporations.

• Postgraduate Degree (preferably Doctorate) or above in quantitative subjects.
• Adept knowledge of advanced risk modelling, market or counterparty credit risk quantification methodology, and exotic derivatives pricing or risk management across multiple asset classes.
• Familiar with latest Basel market or counterparty credit risk capital requirements.
• Track record of implementing model risk management (in particular model validation) requirements for reputable firms is preferred. Experience in drafting internal/ regulatory policy documents will be an advantage.
• Excellent command of English and Chinese (Cantonese and Mandarin), both written and spoken.
• Strong analytical and communication capabilities.
• High integrity and strong sense of responsibility.

For information and application, please contact us at executive.recruitment.hk@kpmg.com. By submitting your application and communication with us, you agree to receive communications from us and accept our Personal Information Collection Statement (PICS) in the following link: