KPMG
Job Description:
You’ve got big plans. We have opportunities to match, and we’re committed to empowering you to become a better you, no matter what you do.
Job Requirements:
- Valuation of the fair value of financial instruments (including derivatives)
- Credit portfolio analysis
- Perform quantitative analyses (statistical or other)
- Supporting our managed services practice by working with our alliance partners to deliver technological solutions to our clients
- Assist in the review of control/governance effectiveness
- Interact effectively with other team members and clients (internal and external)
- Quickly grasp the concepts and problems at the heart of customer needs and suggest possible solutions or improvements
- Knowledge of credit risk management with a focus on credit risk analytics
- Knowledge in modeling derivative financial instruments in different asset classes: equity, interest rates, currency, commodities, energy, etc.
- Knowledge of the following concepts: derivatives (futures, swaps, options, credit default swaps, mortgage-backed securities), multifactor models, risk measures (e.g. VaR, expected short fall), hypothesis testing, stochastic simulation, linear models (probit and logit regression models), classification and data mining algorithms
- Experience with financial risk model development, validation, or audit
- Master’s degree in Math/Statistics, Economics, Financial Engineering, Computer Science, Engineering or any other quantitative discipline
- In the process of obtaining a professional designation (CFA, FRM) is an asset
Job Details:
Company: KPMG
Vacancy Type: Full Time
Job Location: London, England
Application Deadline: N/A
