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);