Consultant – Quantitative Finance (Market Risk and valuation)


Are you motivated to work in achallenging, dynamic environment where you can learn, grow, anduse your knowledgein exciting and ground-breaking projects?

 

Currently we are looking for highly motivated and talented new colleagues at the Financial Risk Management Division tohelp our clients with industry-specific services to create value and manage risks. Our wide-rangeclient portfolio enables you to gain real-life experience in banking finance, as well as corporate finance in industries such asenergy, IT, finance & insurance, telecommunication or sports.

 

As part of our team, we will count on you with

  • participatein various risk management and quantitative modeling projects, such as:

- independent valuation of derivative and complex financial products,

- validation and audit of valuation models,

- development, validation and audit of market, liquidity and interest rate risk approaches and models,

  • opportunity to try yourself in topics such as credit risk, ICAAP, or green finance,
  • opportunity to try yourself in corporate finance supporting clients in achieving their financial goals, meeting regulatory requirements, transforming their finance and risk associated work more efficient,
  • be in contact with a broad range of financial sector clients and actively support project planning and coordination,
  • support the team in business development, prepare and present professional materialsto client representatives.

 

This is the perfect opportunity for you, if you…

  • have a solid academic background, with studies in fields as quantitative finance, mathematics or physics,
  • have 0-3 years (depending on position seniority level) of professional experience in money and capital market products, their valuation and risk management methodologies, including valuation of derivatives, quantitative measurement of market and liquidity risks,
  • have strong analytical and modeling skills and you handle complex data sets well,
  • have or are willing to gain (depending on position seniority level) experiencewith different programming languages (e.g.: R, Python, VBA, SAS, SQL),
  • have a team-oriented collaborative attitude towards work,
  • have an excellent command of written and spoken English,
  • have a high level of flexibility and capability to handle periodic workload peaks,
  • an advantege if you have model validation or audit experience,
  • an advantage if you are familiar withBloomberg and/orReuters terminals, Numerix.

 

What do we offer?

Compensation & Benefits

  • Competitive salary package + a wide range of cafeteria elements.
  • Private health insurance, life and accident insurance.
  • Company laptop and iPhone to support effective work.
  • Employee wellbeing programs: discounted gym membership and other sports opportunities.

Professional Development & Career Opportunities

  • Access to internationally recognized training courses (classroom and online).
  • Opportunity to participate in large scale corporate and international projects.
  • Possibility to gain international experience within KPMG.

Wellbeing

  • Hybrid working model.
  • Opportunity to join volunteer activities throughout the year, with an additional day off provided.
  • Active community life and regular team building events.

 

Are you ready?
KPMG
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