Senior Consultant | Financial risk Management | Melbourne

KPMG’s Financial Risk Management (FRM) team provides specialist risk management services to a wide range of clients, spanning financial services, energy and corporate sectors. We have an exciting opportunity for a senior consultant to join our growing offering within FRM.

We help our clients with a large range of quantitative risk management services in the areas of banking, energy and corporate treasury. An example of our services is listed below:

• Model Development and Validation – we work with our clients to develop and implement a range of risk management models. We also perform independent model validation for a range of credit, market, liquidity, derivative, valuation and other risk management models implemented by our clients.
• Derivative Valuation – we assist our clients to develop derivative valuation policies, methodologies, as well as a range of valuation models and tools. We work both as independent advisors as well as specialists to KPMG’s external audit teams to perform a range of derivative valuations.
• Credit Risk Quantification – We perform a range of services in developing and validating models designed to quantify potential the losses in lending portfolios due to non-payment by customers. These services include consideration of accounting standard and regulatory requirements.
• Market Risk Quantification – We perform a range of services in developing and validating models designed to quantify movements in the value of financial products due to the impact of interest rates, foreign exchange, commodity and equity prices. These services include consideration of accounting standard and regulatory requirements.
• Policy & Governance Framework Development – we assist our clients to develop or review risk management policies and governance frameworks related to financial risk.
• Treasury Services – We provide services to assist corporate clients with treasury concerns. These services include consideration of hedging exposures to interest rates and foreign exchange rates, development of policies to mitigate treasury risks, and valuation of treasury exposures.

In response to increasing client needs, our team is looking to expand and we’re seeking an aspiring senior consultant to work in our client-facing project teams.

Your Opportunity

You will join a growing Financial Risk Management team and work in client-facing project teams across banking, corporate and energy markets, delivering quantitative and qualitative risk management services to leading organisations.

How are you extraordinary?

We are seeking individuals who bring strong analytical capability, quantitative modelling expertise and a passion for solving complex financial risk challenges in a consulting environment.

We are seeing individuals that will bring:

• Experience and understanding of credit and/or market risks particularly as they relate to the banking sector
• An interest in working on a diverse range of quantitative and qualitative engagements across banking, corporate and energy markets
• An ability to communicate and work with clients and team members, taking on mentoring and management opportunities as appropriate
• An ability to build trust with our clients and develop a network of contacts within the market
• A demonstrated ability to solve new and technically challenging problems, either independently or as part of a small team
• Strong interpersonal and presentation skills

Quantitative modelling skills, strong coding skills in at least one language and knowledge of either credit or market risk are essential.

Your Experience

• Experience working in financial risk management environments.
• A keen interest in analytics and quantitative modelling, to join our growing team.
• Experience using statistical packages such as SAS, R and Python

Location preference is Melbourne but candidates in Sydney, Brisbane and Perth will be considered.

You must be eligible to live and work in Australia.