Position Overview:

Join our esteemed team at KPMG as an IRRBB & Liquidity Analyst. In this role, you'll be at the forefront of providing top-notch advisory services to our clients, assisting them in effectively managing interest rate risk and liquidity risk within their banking books. This position offers an exciting opportunity to work with a dynamic team of professionals, leveraging your expertise to deliver innovative solutions and strategic insights to our clients.

Key Responsibilities:

Risk Assessment and Analysis:

• Conduct comprehensive assessments of interest rate risk and liquidity risk exposures for our clients' banking books.
• Utilize advanced quantitative models and methodologies to analyze risk metrics, scenarios, and stress testing results.
• Provide valuable insights and recommendations to help clients optimize their risk management strategies and enhance their overall risk-return profile.

Model Development and Validation:

• Collaborate with our multidisciplinary team to develop and validate robust risk models tailored to our clients' specific needs.
• Conduct thorough model validation exercises, ensuring accuracy, reliability, and compliance with regulatory standards.
• Stay updated on the latest industry trends and regulatory developments related to IRRBB and liquidity risk modeling.

Advisory and Client Engagement:

• Engage directly with clients to understand their unique risk management challenges and objectives.
• Deliver tailored advisory services and solutions, ranging from risk assessments to the development of risk management frameworks and policies.
• Build strong, trusted relationships with clients, serving as a reliable advisor and thought leader in the field of IRRBB and liquidity risk management.

Regulatory Compliance and Reporting:

• Assist clients in ensuring compliance with regulatory requirements, including Basel III guidelines and other relevant regulations.
• Prepare comprehensive reports and presentations for clients, highlighting key risk findings, metrics, and mitigation strategies.
• Provide guidance and support during regulatory examinations and audits, helping clients navigate complex regulatory landscapes with confidence.

Thought Leadership and Industry Insights:

• Contribute to thought leadership initiatives and industry publications on topics related to IRRBB, liquidity risk, and treasury management.
• Stay actively involved in industry forums, conferences, and working groups, sharing insights and best practices with peers and clients.
• Continuously enhance your expertise through ongoing learning and professional development opportunities.

Qualifications and Skills:

• Master degree in Finance, Economics, Mathematics, Statistics, or a related field.
• Solid experience in risk management, treasury, or financial advisory services within the banking or financial services sector.
• Strong quantitative skills with proficiency in statistical analysis, financial modeling, and risk measurement techniques.
• Knowledge of regulatory requirements and industry standards governing IRRBB and liquidity risk management.
• Excellent communication and presentation skills, with the ability to convey complex concepts to diverse audiences.
• Proven ability to collaborate effectively in a team environment, as well as independently manage projects and deliverables.
• Professional certifications such as FRM, CFA, or related credentials would be advantageous.

What we provide:

• Be part of a young, dynamic, motivated and growing team.
• Gain experience in a client facing role in Hungary, and internationally in neighboring countries, Western Europe, and the USA.
• Get to know the most exciting projects in the financial sectors.
• Grow and learn with the help of our extended professional and soft skill training programs.
• Have flexible working schedule with our hybrid office presence policy and respect for your work/life balance.
• Benefit from a competitive remuneration package.

Join our team at KPMG and make a meaningful impact in shaping the future of risk and treasury management for our clients. Apply now to embark on an exciting journey of professional growth and excellence!