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Manager – FRM (Quantitative Services)

Manager – FRM (Quantitative Services)

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

We are looking for experienced risk management professionals.

Job Description

KPMG Thailand’s Financial Risk Management (FRM) advisory team advises clients on the development and implementation of risk management strategies, policies, systems and controls. The scope of the work covers the full panoply of financial risks, such as credit risk, market risk, operational risk and liquidity risk; economic capital, capital management, stress testing, risk modeling and validation; and the prevention of money laundering and terrorist financing and regulatory compliance issues.


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


• Consult to banks on product design, pricing, provisioning, capital management, and monitoring

• Review, document and critique existing bank risk management policies and processes

• Assist with the implementation of FRM recommended solutions across all material risk classes

• Keep abreast of domestic and international regulatory developments

• Advise on data management (meta-data, database design, ETL processes) and risk measurement infrastructure strategies 

• Assist a growing specialist team and contribute to the career development of junior team members

• Develop and maintain productive working relationships with internal & external stakeholders

• Assist with business development opportunities

• Handle multiple/simultaneous engagements

Qualification & Experience

• Degree, masters or doctorate in mathematics, statistics, actuarial science, physics, finance, financial engineering, or economics

• Relevant professional qualifications such as CFA, FRM or a recognized actuarial qualification (AIAA/FIAA, ASA/SOA etc) preferred

• Preferably five + years’ experience in the financial services industry, preferably in a major bank, consultancy firm or regulatory agency

• Proficiency in spoken and written English and native Thai and can work in MNC

• Working knowledge of bank balance sheet management strategies desirable

• Familiarity with Basel and BOT requirement, ICAAP, IFRS9, provisioning and strong knowledge with risk management issues

• Solid knowledge of established risk measurement (covering one of credit, market, operational, liquidity, interest rate, insurance) techniques 

• Programming experience in SAS, R, Matlab, VBA, C, C# (or other high-level programming language) highly desirable

• Excellent analytical, problem solving and project management skills

• Understanding of vendor technology within the capital markets e.g. Murex, Misys, SunGard, Calypso, Numerix, Algorithmics, Markit Analytics a bonus


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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