Financial Risk Management Junior Consultant - Milano, Italia - KPMG

KPMG

Azienda verificata

Milano, Italia

1 settimana fa

Inviato da:

Piero Bianchi

Reclutatore di talenti per beBee

Descrizione

KPMG Advisory's Financial risk management practice assists leading European clients in the banking/insurance sector in the preparation of robust financial risk measurement frameworks, the definition and implementation of efficient banking processes and the updating of payment systems.
- developing models for the quantification of the main credit risk parameters (PD, LGD and EAD) for management and regulatory purposes, in line with Basel regulations;
- assisting clients with stress tests;
- contributing to the inclusion of ESG topics in risk measurement;
- measurement of financial instruments (fixed income, securitisation and derivatives);
- implementing pricing models for complex financial instruments (e.g., CLN, ABS, securitisation and CMS);
- restructuring of derivative portfolios and development of the related financial models.
- a specialist degree (graduate or nearing completion) in business, statistics, engineering, mathematics or any other quantitative faculty;
- knowledge of programming software and languages (Python, SAS, R, Matlab and Stata);
- excellent knowledge of Italian and English, preferably with study and/or work experience abroad;
- excellent problem-solving skills and an innate ability to take initiative;
- good interpersonal and teamwork skills.

The position offers excellent growth opportunities.

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KPMG Advisory S.p.
A. is an equal opportunity employer.

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