Senior Consultant 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 small projects (1-2 people) or project modules within larger projects for our clients, overseen by manager (in some cases also partner or director)

Leading, advising 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 training, knowledge development activities etc.

Direct reporting to unit s managers / directors and Head of FRM for Russia/CIS

Requirements for the candidate
Professional Background:

3+ 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 (e.g. 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 (e.g. 139-I, 254-P, 283-P, 483-P, 3624-U)

Optional: Experience in project work 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 more junior team members

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

Optional: PhD or MBA in one of those fields or studying in a Western university is a plus

Optional: Additional certificates like CFA, FRM, PRM, PMP is a plus

Language skills:

Fluent in English (written and verbal)

Fluent in Russian (written and verbal)

Additional skills/requirements (desirable):

Good skills in MS Office (esp. Powerpoint, Excel and Word)

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


FRM (Опционально)

Знание языка

Английский: Свободный (Обязательно)

Русский: Родной (Обязательно)