Manager, Advisory (Multiple Positions)
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POST DATE 9/12/2016
END DATE 10/18/2016
New York, NY
JOB DESCRIPTIONAPPLY POSITION AVAILABLE - KPMG LLP Manager, Advisory (New York, New York) (Multiple Positions) Complete quantitative financial risk management engagement related to but not limited to foreign exchange, interest rate, credit, commodity risks, and related controls. Apply a deep understanding of credit portfolio analytics specifically with respect to loss forecasting, CCAR/DFAST standards, and Basel requirements. Review, validate, and develop derivative pricing, Value-at-Risk, econometric, and dynamic financial analysis models. Demonstrate high level of understanding of capital markets processes, including trading, limits, risk management, credit settlement, and operations, and serve as a subject matter professional in product area, quantitative risk management, or exotic derivate modeling. Execute against engagement requirements and internal risk policies including scheduling, planning, assignments of work streams, project directions, and review of work product. Travel up to 80 percent of the time is required. WORK SCHEDULE:
40 hours per week, M-F (9:
00 p.m.) JOB REQUIREMENTS:
Master's degree in Statistics, Quantitative Finance, or related discipline from an accredited college/university or a foreign equivalent and two years in the offered position or in a related occupation. Alternatively, employer will accept a Bachelor's degree in Statistics, Quantitative Finance, or related discipline from an accredited college/university or a foreign equivalent and five years of progressive, post baccalaureate experience in the offered position or in a related occupation. Of the experience required, must have two years of experience in:
developing statistical-based credit risk models by applying advanced statistical modeling, machine learning, and data science using SAS, R, SQL, and/or Matlab programming languages; performing large-scale and full cycle model development and implementation projects which include bottom-up and top-down CCAR credit risk modeling infrastructure and processes; developing models using linear regression, generalized linear model, principal component analysis, panel data, and time series analysis statistical methodologies. Travel up to 80 percent of the time is required. Any suitable combination of education, training, or experience is acceptable QUALIFIED APPLICANTS:
Apply online at http:
//www.kpmg.apply2jobs.com and type requisition number 61705 in the keyword search box. Should you have any difficulty in applying for this position through our Web site, please contact firstname.lastname@example.org for assistance in the application process. If offered employment, must have legal right to work in the U.S. EOE. KPMG offers a comprehensive compensation and benefits package. No phone calls or agencies please. KPMG, an equal opportunity employer/disability/veteran. KPMG maintains a drug-free workplace. 2016 KPMG LLP, a Delaware limited liability partnership and the U.S. member firm of the KPMG network of independent member firms affiliated with KPMG International Cooperative ('KPMG International'), a Swiss entity. All rights reserved. .