Expires soon Kpmg

Quant Analyst - Modelling

  • Internship
  • London, UNITED KINGDOM

Job description



We are currently looking for Assistant manager level quants to join our KPMG Traded Risk Capital team within Banking Risk and have several vacancies.

The Role

Responsibilities:

•This role is primarily a quantitative analyst role focussing on the impact of regulatory change on bank business models and supporting banks with designing and implementing solutions such as:
- Build and/or review/challenge the derivative pricing models, xVA etc.
- Ability to challenge model assumptions, limitations, model approach and contrast to best practice
- Derivative instrument pricing and validation
• While the role will be market risk focussed, individuals are expected to be involved in both market risk and wider risk and capital related engagements.
•As an Assistant Manager, you will be responsible for supporting project delivery as well as internal business development activities.
•The role will require working with senior internal stakeholders and senior external stakeholders across various functions including Front Office Trading, Risk, Product Control and Technology.
•The individual will need to be proactive in keeping abreast of regulatory expectations and industry practices.

The Person

Qualifications & Skills:

•Strong quantitative experience within market risk of at least 4 years is mandatory (e.g. VaR, SVaR, IRC, RWA and ES etc.).
•Worked in a market risk, model development or validation (or similar) functions for an investment bank, asset manager, insurance, hedge fund or similar organisation.
•Ability to balance market risk experience within the consulting environment, adapt to different risk topics
•Quantitative modelling skills in a range of programming languages (e.g. Python)
•Proven ability of effectively delivering market risk related projects.
•Ability to communicate and challenge senior management (Front Office, Risk, Product Control and Technology) on a range of market risk topics.
•Excellent communication skills (oral and written), planning, project management, networking and influencing skills.
•Flexibility to work across the UK (and internationally) where required.

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