Manager, Market Risk
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POST DATE 9/12/2016
END DATE 10/18/2016
New York, NY
JOB DESCRIPTIONAPPLY The fastest growing Big Four professional services firm in the U.S., KPMG is known for being a great place to work and build a career. We provide audit, tax and advisory services for organizations in today's most important industries. Our growth is driven by delivering real results for our clients. It's also enabled by our culture, which encourages individual development, embraces an inclusive environment, rewards innovative excellence and supports our communities. With qualities like those, it's no wonder we're consistently ranked among the best companies to work for by Fortune Magazine, Consulting Magazine, Working Mother Magazine, Diversity Inc. and others. If you're as passionate about your future as we are, join our team.
KPMG is currently seeking a Manager/Director in Financial Risk Management - Market/Treasury Risk for our New York City KPMG Risk Consulting practice. We also have opportunities in other cities.
- Complete quantitative financial risk management engagements related to but not limited to foreign exchange, interest rate, credit, commodity risks, and related controls
- Assist audit teams by pricing exotic derivatives including but not limited to barrier options, constant maturity swaps, callable bonds, collateralized debt obligations, and Bermudan swaptions
- 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
- Serve as subject matter professional in a product area, quantitative risk management, or exotic derivative modeling
- Lead staff in advisory engagements and audit assist assignments
Additional Responsibilities for Director:
- Support proposal and business development activities by identifying new target clients, building business relationships with key executives, and developing and presenting proposals
- Provide leadership and oversight to KPMG team members regarding deliverables, project plans, and performance management
- Liaise with other KMPG service groups and work within teams to help ensure efficiency and deliver quality services
- Eight years of relevant experience, including advisory services or project management, and familiarity with principles of stochastic calculus such as It?'s Lemma, and Lvy processes
- Advanced degree in Quantitative Finance, Engineering, Mathematics, or Statistics from an accredited college/university
- Ability to computer program Monte Carlo simulations and utilize finite difference techniques in more than one programming language or application
- Experience with Basel III/Liquidity Management, Capital Management, or Recovery Resolution Planning
- Strong communication and presentation skills
- Ability to travel up to sixty percent of the time
- Applicants must be currently authorized to work in the United States without the need for visa sponsorship now or in the future
Additional Qualifications for Director:
- Progressive experience leading multi-disciplinary teams and managing projects
- Excellent written and verbal communication skills
- Superior interpersonal skills with a demonstrated ability to gain the confidence and respect of professionals at various levels
KPMG offers a comprehensive compensation and benefits package. KPMG, an equal opportunity employer/disability/veteran. KPMG maintains a drug-free workplace. KPMG will consider for employment qualified applicants with criminal histories in a manner consistent with the requirements of applicable local, state or federal law (including San Francisco Ordinance number 131192). No phone calls or agencies please. .