KPMG állásajánlat: Senior Consultant - Quantitative Finance (IRRBB and Liquidity) - KPMG Karrierportál

Job at KPMG:

Senior Consultant - Quantitative Finance (IRRBB and Liquidity)

Reference nr.: AV-SENI-0402

KPMG is one of the world’s leading professional firms providing audit, tax and advisory services, with 236,000 employees in 144 countries. We have already worked with 72 of Hungary’s Top 100 companies, and we’re not stopping there! Whatever you are interested in around the world, we can really help you get there. In a dynamic environment with intelligent people you can learn how to use your knowledge well. Are you wondering about how? Read our job advertisement and learn about what you can expect in reality if you decide to join us. It is clear for us that your ambition can drive us to our future together.

#poweredbyyou

We help our clients with industry-specific services to create value and manage risks. Our wide-ranging client portfolio enables you to gain real-life experience in industries such as telecommunications, energy, IT, finance or sports, and to work on ground-breaking projects.

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.
Enjoy flexible working options - hybrid working model with one obligatory day in the office, and with a choice to decide whether to work from home of from the office for the rest of the week
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!

At KPMG we are living our values every day: we do what is right, we never stop learning and improving, we think and act boldly. We respect each other and draw strength from our differences, and we do what matters to build a better world for the next generation.

Apply easily and experience success together.

KPMG is an equal opportunity employer and values diversity in its workforce. We encourage applications from all qualified individuals and willing to accommodate applicants’ disability-related needs. Should you have any questions or special need please let us know under the Contacts menu button.