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Manager – FRM (ALM)

Manager – FRM (ALM)

We are looking for experienced Financial Risk Management (FRM) professionals to join our growing and talented team.

We are looking for experienced FRM professionals to join our growing and talented team.

Job Description

KPMG Thailand’s Financial Risk Management (FRM) Advisory team advises clients on the development and implementation of risk management policies, systems, solutions, and controls. Working with professionals from KPMG’s international and local network we offer a broad range of financial risk management services to help international banks, insurance companies, asset managers, and corporate and public clients identify, assess, manage, report, and limit the risks they face.


As a manager / senior consultant, your role will be assisting clients with policy, framework, process, methodology, model and system related to treasury, liquidity and ALM. Your main responsibilities will be:


• Assist clients with implementing policy and procedure with all aspects of ALM and liquidity

• Develop contingency funding plan, cash flow projection and modeling in accordance to latest regulatory requirement

• Perform pricing / modeling of a wide variety of financial and derivative instruments; including mortgage backed securities, asset backed securities, credit derivatives, interest rate derivatives, complex structured derivatives and exotic options, etc

• Assist clients with complying with the current and upcoming regulatory requirement related to liquidity and ALM 

• Perform statistical modeling to better understand liquidity risk of different products on the balance sheet

• Support the client with all aspects of risk / treasury system implementation including business requirements, configuration, UAT testing, etc

• Support senior managers and directors on various projects, working with other risk specialists to solve complex problem

• Support senior managers and directors on business development activities

• Maintain up-to-date knowledge of risk management practices, both locally and internationally

• Develop and maintain productive working relationships with client personnel

• Build strong internal relationships within Advisory practice and across other services


• At least five years’ experience in the financial services industry, preferably in a major bank, consultancy firm, software vendor or regulatory agency

• Detailed knowledge and hands-on exposure in at least one of the following FRM core area including: interest rate risk in the banking book, liquidity risk, funds transfer pricing, treasury

• Experience with OFSAA an advantage.

• Relevant professional qualifications such as CPA, CFA, FRM

• Proficiency in spoken and written English

• Strong communication and presentation capability

• Ability to thrive in an international environment

• Excellent analytical, problem solving and project management skills


We offer the successful candidate an attractive remuneration package and the opportunity to work in a dynamic and exciting environment.

To apply please send your CV stating your current and expected salary to or Tel: 02-677-2000 ext.2048

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