Financial Risk Management Group is providing consulting services in the areas of financial risk modeling, development of risk-management systems and strategies as well as valuation of financial instruments for our clients, mainly, in financial sector.

KPMG International is a global network of professional firms providing Audit, Tax and Advisory services. We operate in 156 countries and have over 152,000 people working in member firms around the world. In October, 2009 KPMG in Russia and the CIS joined KPMG Europe LLP.

Description

Responsibilities:

— Assessment and Development of quantitative financial risk assessment methodologies
— Review and development of the client’s risk management system
— Basel capital adequacy framework planning and implementation
— Capital allocation methodology review and implementation
— Validation of client’s financial instrument pricing methodologies
— Valuation of complex financial instruments held by clients
— Development of derivatives-based hedging strategies

Requirements:

— Fluent Russian and English is a must to have the opportunity to work with international risk management systems
— Strong MS Office (Word, Excel, Power Point)
— Good skills in report writing, presentations preparation
— Strong presentation and interpersonal skills, written and verbal communication skills
— Team player and quick-learner
— Readiness for business-trips
— Full-time work
— Graduation 2016/17

Desirable:

— Banking experience
— Background in risk management/internal audit in Bank (work or education)
— Experience in market, credit and operational risk modeling
— Basel framework knowledge
— Good knowledge of derivatives markets, Equity, IR, FX and credit derivatives pricing models
— Knowledge of banking regulatory requirements
— FRM/PRM or ACCA/CPA/CFA or other internationally accepted qualification is a plus
— Knowledge and experience in RAP/IFRS/GAAP is a plus
— Russian auditor qualification certificate is a plus
— Programming skills in Excel VBA, Matlab, C/C++

KPMG offer:

— Comprehensive remuneration package
— Transparent path of career growth
— A wide range of training and development programs
— Opportunities for further development of professional skills through participation in diverse projects with international focus

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