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 ноября 2021 Первая работа

Financial Risk Management — Intern

Киев, удаленно

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 modelling, 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, Data Science Economic cybernetics, Econometrics, Mathematics, Physics;
  • Knowledge of financial products and risk-management techniques (credit scoring, value at risk etc);
  • Strong analytical skills and ability to structure problems;
  • Intermediate English, fluent Ukrainian and Russian;
  • Strong communication and social skills;
  • High motivation, creativity and team player
  • Advanced processing data in MS Excel is a must
  • Programming skills (SQL, R, Python) are a plus
  • Experience in Risk-management / Finance in banks / fintech / insurance companies / consulting or software vendor focused on financial industry will be a significant advantage

Tasks within FRM (examples):

  • Modelling in MS Excel / R / Python of PD, LGD models, stress-testing; market risks measurement models
  • Model Validation
  • Development of credit scoring / rating models
  • Development of quantitative financial risk measurement methodologies;
  • Validation of client’s financial instrument pricing methodologies;
  • Valuation of complex financial instruments held by clients

What we offer:

  • Entry level 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);

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