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.







Описание

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

Квалификация

FRM (Опционально)

Знание языка

Английский: Свободный (Обязательно)

Русский: Родной (Обязательно)