KPMG
Job Description:
Our Financial Risk Management practice is looking for Senior Consultants to join our team in the Toronto office. As a Senior Consultant, you will work on a variety of projects with leading clients in the finance industry. You will work closely with partners and managers on assignments related to financial risk assessment and management.
Job Responsibilities:
- 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
- Occasional participation in drafting pitch and proposal materials
- 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
- Strong written and verbal communication skills
- Sense of initiative, organization and managing priorities
- Strong analytical and problem-solving skills
- Demonstrated ability to learn and succeed in a fast-paced environment
Job Details:
Company: KPMG
Vacancy Type: Full Time
Job Location: London, England
Application Deadline: N/A
