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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. KPMG had been working in Ukraine since 1992.
12 февраля 2021

Quantitaive Finance, Associate (вакансия неактивна)

Киев, удаленно

Необходимые навыки


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


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.


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

О проекте

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.

Горячие вакансии

Все вакансии