Senior Consultant/Manager, Financial Risk Management

Senior Consultant/Manager, Financial Risk Management Join to apply for the Senior Consultant/Manager, Financial Risk Management role at KPMG Canada Overview At KPMG, you’ll join a team of diverse and dedicated problem solvers, connected by a common cause turning insight into opportunity for clients and communities around the world. What You Will Do You will work closely with the Partner responsible for the risk management practice on large-scale projects and contribute to business development. Lead daily work on assignments related to capital markets and market/investment risk management. Conduct quantitative work related to modeling and measuring market risk. Work on multiple assignments simultaneously, potentially involving several partners. Prepare detailed reports presenting the execution approach, observations, and recommendations. Coordinate the execution of various risk management projects to add value. Review analyses and deliverables produced by the execution team to ensure their quality. Prepare service proposals to meet the business needs of clients. Deliver presentations to potential clients and participate in conferences as part of business development. Complete work within potentially tight and challenging deadlines, which may lead to additional work. What You Bring To The Role 5 to 10 years of relevant experience. Master’s degree or PhD in finance, financial engineering, statistics, econometrics, economics, or any related field. Professional designation is an asset (FRM, PRM, CFA, CAIA). Practical experience with projects related to the application of Basel III and Basel IV requirements. Practical experience with projects related to FRTB (Fundamental Review of the Trading Book). Experience and knowledge of derivatives, capital markets, market risk management, and associated controls for different asset classes. Knowledge and experience in methods and models for measuring market risk (VaR, stress testing, Greeks). Familiarity with trading room and middle office environments, as well as related processes, systems, risks, limits, and controls. Practical experience in the following areas is a plus Practical Experience (plus) Valuation of derivative products. Ex-post analysis of risk quantification models (backtesting). Capital impact analyses using standard and advanced methodologies. Sensitivity calculations for financial derivative instruments (Greeks). Calibration of risk factors and estimation of parameters for quantitative models. Proficiency in programming languages (Matlab, VBA, R, SAS). Other languages are a plus. Ability to adequately manage projects and budgets. Exceptional time management skills and ability to meet tight deadlines. Strong analytical and problem-solving skills. Initiative, ability to work independently with minimal supervision. Client-oriented to understand issues and propose value-added solutions. Ability to perform well under pressure. Commitment to achieving high standards of customer service and professionalism in project delivery. Proficiency in English is required for this position. The successful candidate may be required to support or collaborate with English-speaking colleagues or stakeholders at KPMG Canada, located outside of Quebec. This necessitates the ability to communicate effectively orally and in writing in English. Providing you with the support you need to be at your best KPMG is committed to fostering an inclusive recruitment process where all candidates can be themselves and excel. You will have an opportunity to request an adjustment or accommodation at any point throughout the recruitment process. If you require support, please contact KPMG’s Employee Relations Service team by calling . Our Values, The KPMG Way Integrity , we do what is right | Excellence , we never stop learning and improving | Courage , we think and act boldly | Together , we respect each other and draw strength from our differences | For Better , we do what matters Seniority level Not Applicable Employment type Full-time Job function Finance and Sales Equal Opportunity Statement KPMG in Canada is a proud equal opportunities employer and we are committed to creating a respectful, inclusive and barrier-free workplace that allows all of our people to reach their full potential. A diverse workforce is key to our success and we believe in bringing your whole self to work. We welcome all qualified candidates to apply and hope you will choose KPMG in Canada as your employer of choice. #J-18808-Ljbffr