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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

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

Предлагаем

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.

Обязанности

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