Quantitative Finance, Consultant

KPMG is a global network of professional services firms. Across 153 countries, 207,000 KPMG people provide Audit, Tax and Advisory services to a huge range of clients, from leading brands to public bodies, global multi-nationals and local businesses.

What we do:

Financial Risk Management Group is providing consulting services in the areas of financial risk modeling, development of risk-management systems and strategies as well as valuation of financial instruments for our clients, mainly, in financial sector.

Requirements:

• Master degree in Quantitative Finance, Economic cybernetics, Mathematics, Physics;
• Significant, state-of-the-art knowledge across a wide range of finance and risk-management issues;
• Programming skills (SQL, R, Python);
• Intermediate English, fluent Ukrainian and Russian;
• Very strong analytical skills and ability to structure problems;
• Strong communication and social skills;
• High motivation, сertain creativity and team player
• Experience in Risk-management, ALM, Finance in banks / fintech / insurance companies; consulting or software vendor focused on financial industry will be considered as a significant advantage

Tasks within FRM (examples):

• Modeling in R, Python, MS Excel (PD, LGD models, stress-testing; market risks assessment models);
• Validation and development of quantitative financial risk assessment methodologies;
• Capital allocation methodology review and implementation;
• Validation of client's financial instrument pricing methodologies;
• Valuation of complex financial instruments held by clients

What we offer:

• Executive position in Financial Risk Management team, part of KPMG's Advisory practice;
• Member of FRM project teams at the client;
• Support the project leaders in the operative project work (e.g., running analysis on data, assessment and development of quantitative financial risk assessment methodologies; writing of single slides, interview with member of clients' project team, documentation);
• Support Partners/Directors/Managers in writing proposals and other FRM internal tasks.