FRM is ok, but most of it doesn't apply to the practice of risk management in China. CPA and CFA are more welcomed....
To be honest, of course,
(1) if your dad is not Li Gang, FRM could hardly help you get your foot in the door....
(2) Banks would rather like a fresh graduate, instead of someone with irrelevant work experience...
Enter finance field is not only depend on FRm and/or CFA designation, it depends on a combination of your personality, presumption, and cerificate. I have seen people has all certificates they could get and also in the finance field but being not sucessful....