KPMG - Assistant Manager - Market Risk Quants

Company Overview :

KPMG India is a leading professional services firm providing a wide array of audit, tax, advisory, and risk consulting services. We operate across diverse sectors, partnering with businesses to navigate complex challenges and drive sustainable growth. Our commitment to quality and integrity has established us as a trusted advisor to organizations of all sizes, from multinational corporations to emerging startups.

Key Responsibilities :

- Develop and implement market risk models, including VaR, stress testing, and scenario analysis, to provide clients with a comprehensive view of their market risk exposure.

- Conduct independent model validation, encompassing conceptual soundness, data integrity, and performance testing, to ensure the reliability and accuracy of risk models.

- Utilize Python to build and maintain risk management tools and libraries, automating processes and improving efficiency.

- Prepare clear and concise documentation, including model development reports, validation reports, and user guides, to facilitate understanding and adoption of risk models.

- Communicate findings and recommendations to clients and internal stakeholders, effectively conveying complex technical concepts in a non-technical manner.

- Stay abreast of industry best practices and regulatory developments in market risk management, proactively identifying opportunities to enhance our service offerings.

Required Skillset :

- Demonstrated ability to develop and validate market risk models, including VaR, stress testing, and scenario analysis.

- Proficient in Python, with experience in developing and maintaining risk management tools and libraries.

- Strong analytical and problem-solving skills, with the ability to interpret complex data and draw meaningful conclusions.

- Excellent communication and presentation skills, with the ability to effectively convey technical concepts to both technical and non-technical audiences.

- Ability to work independently and as part of a team, managing multiple projects and meeting deadlines.

- A Master's or Bachelor's degree in a quantitative field such as Finance, Mathematics, Statistics, or Engineering.