Senior Consultant - Financial Risk Management

This is the perfect opportunity for you, if you have…

  • 3–5 years of professional experience in financial risk management, preferably in one or more of the following areas: credit risk modeling, market risk, IRRBB, liquidity risk, valuation,
  • solid academic background, preferably with a degree in a quantitative discipline such as economics, finance, mathematics, statistics or physics,
  • experience with programming languages and tools such as Python, R, SQL, MATLAB or SAS,
  • familiarity with banking products and regulatory frameworks (e.g. Basel, CRR/CRD, EBA guidelines),
  • understanding of risk modeling techniques (e.g. PD/LGD/EAD models, VaR, stress testing, behavioral models),
  • interest in Machine Learning algorithms and their application in financial modeling (is a plus),
  • knowledge of IFRS 9 and valuation standards (is a plus),
  • accurate work style and strong analytical skills,
  • excellent command of written and spoken English and Hungarian,
  • high level of flexibility and capability to handle periodic workload peaks.

As part of our team, we will count on you to…

  • participate in diverse risk management and quantitative modeling projects for banks and financial institutions (e.g. IRRBB and liquidity risk modeling, credit risk model development and validation, market risk and valuation projects),
  • support client engagements through project planning, coordination and delivery,
  • contribute to business development activities, including client meetings, proposal preparation and presentations,
  • collaborate with international teams and work on cross-border assignments.

We’ll provide you with the opportunity to…

  • be part of a young, dynamic and motivated team,
  • gain client-facing experience both in Hungary and internationally,
  • work on cutting-edge projects in the banking and insurance sector,
  • develop professionally through on-the-job learning and training,
  • enjoy a competitive remuneration package and flexible working environment.

If you are up for the challenge, please apply by uploading your English and/or Hungarian CVs.

KPMG.hu/karrier