Manager in the area of Quantitative Credit Risk Management (FRM)

Financial Risk Management Group is providing consulting and advisory services in the areas of financial risk modeling, development of risk management strategies, processes, governance structures and reportings as well as valuation of financial instruments for our clients, mainly, in financial sector


Description of tasks:

  • Advanced position in the Financial Risk Management team, part of KPMG s Advisory practice
  • Responsible for delivering smaller projects (2-3 staff) or modules within larger projects for our clients (including budget responsibility), overseen by partner or director
  • Leading and training junior staff on and off projects
  • Managing relationship and interaction with counterparties at the client site
  • Contributing to the business development activities, such as development of service propositions, support of proposal activities, contribution to thought leadership pieces etc
  • Active involvement in recruitment, training, knowledge development activities etc
  • Direct reporting to unit s senior managers / directors and Head of FRM for Russia/CIS

Requirements for the candidate

  • Professional Background: 4+ years of relevant professional experience in financial risk management obtained in banks, in consulting firms with focus on financial services, or other companies in the field of banking or financial services
  • Knowledge in credit risk measurement and management approaches; good practical experience in at least one of the fields of credit risk management (retail, corporate or financial institutions)
  • Good understanding of bank organization and structure, bank governance processes, front to back processes (in particular, credit processes) and the role of risk management within a bank
  • Knowledge of Basel II/III regulations as well as financial reporting (especially IFRS 9) is highly beneficial, as is experience with leading Western and Russian banks
  • Good understanding of relevant Russian banking regulations (139-I, 254-P, 283-P, 483-P, 3624-U)
  • Optional: Experience in project management and in coordinating and communicating with senior management and business heads

Soft Skills

  • Strong communication and social skills, project management skills
  • Proficient analytical skills and an ability to structure a problem
  • High motivation, creativity and team player attitudes
  • Good business judgment and pragmatism
  • Ability to work independently
  • Experience in leading (small) teams
  • Educational background: Bachelor and/or Master degree in a quantitative field (Mathematics, Physics, Quantitative Finance, or similar degree) or in Economics/Business Administration from a leading university. PhD or MBA in one of those fields or studying in a Western university is a plus. Additional certificates like CFA, FRM, PRM, PMP is a plus

Additional skills/requirements (desirable):

  • Good skills in MS Office
  • Good skills in statistical software (e.g. SAS, R) or alternatively a common programming language; knowledge of SQL is a plus Readiness for traveling (if necessary, dependent on project needs)

Контакты вакансии

Россия, Москва

Требования к кандидату

Профессиональный опыт*

6 лет (Обязательно)


Магистр (Опционально)

Разрешение на работу

Россия (Опционально)

Индустриальный опыт

Банки (Опционально)


FRM: Кандидат (Опционально)

Знание языка

Русский: Родной (Обязательно)

Английский: Свободный (Обязательно)