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
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
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.