KPMG - Banking Risk Consultant - Valuation/Risk & Capital Measurement

Banking Risk Consultant - D Grade

Valuation, Risk and Capital Measurement

Using a wide variety of technical and sector-specific skills, our Risk Consulting group proactively helps clients increase profits whilst reducing reputational, operational, financial and other risks. The nature of the work depends on client specific requirements but involves managing diverse issues including fraud, regulatory compliance, risk frameworks and modelling, capital efficiency, corporate governance, dispute resolution, deriving value from contracts and much more.

As subject matter experts with a breadth of experience and specialism across industry, consulting, academia and regulators, the Banking Risk team offer the skills and levers to provoke and support complex and unique risk transformational projects in the financial services industry. Staff are allocated to specific client teams as well as one-off project teams.

Roles and Responsibilities

- Supporting senior management efforts in developing and winning new business by assisting with proposals to new and existing clients.

- Supporting delivery of client engagements; working within larger, multi-disciplinary teams as well as smaller teams.

- Maintaining up to date knowledge in areas of specialism and keeping abreast with any pertinent developments.

- Marketing and raising the profile of KPMG in the market place through networking events, external conferences, contributing to publications conferences etc.

- Coaching and developing junior members of staff.

- Ensuring the project is managed effectively by tracking the status of client deliverables and managing workload in line with established timelines.

Qualifications

- Educated to a degree level or equivalent, preferably in a quantitative subject such as Mathematics, Economics or Engineering.

- Ideally with additional post-graduate qualification. Professional certifications such as FRM or CFA are strongly preferred.

Experience and Background

Experience in all or most of the following areas:

- Previous experience of working within a financial services firm, a regulator, commodities firm or a consultancy firm, within a market risk, credit risk or product control role.

- Strong practical, technical and theoretical knowledge of how risk is managed within firms.

- Theoretical understanding of complex financial instruments including debt, equity and derivatives.

- Model experience particularly derivative modelling, comfortable discussing model risk factors/unmodelled parameters.

- An understanding of the key components in a stress testing framework and corresponding regulatory requirements. Ability to evaluate scenarios affecting a particular bank and to translate these scenarios into projections of bank profitability and capital ratios.

- Adaptable with strong communication skills and particularly well developed report writing and presentation skills.

- A high level of project co-ordination and management skills with the ability to prioritise work efficiently and effectively.

- Excellent team player and motivator with the ability to use own initiative to resolve issues to drive work and/or relationships forward.

- Ability to use data sourcing tools such as Bloomberg/Reuters and experience in programming language including SAS, VBA, is preferred.

- Good background and experience with Microsoft office applications; Word, Powerpoint and Excel.

- Ability and willingness to keep up to date technically and a continuous desire to seek feedback and improve.

- Ability to undertake travel.