Senior Consultant - Credit & Market Risk
- Sydney, New South Wales, Australia
- Permanent, Full time
- KPMG Australia
- 22 Jan 18
See job description for details
- Immerse yourself in an inclusive, diverse and supportive culture
- Growing and dynamic team
- Large and diverse client list
After a new challenge? KPMG's Actuarial and Financial Risk business has a team of over 130 actuaries and financial risk management professionals, based in Sydney and Melbourne. We want to expand our service offering to banks in their management of market risk, and we are seeking the services of a senior consultant.
The client set of the group is diverse, taking in banks, insurers, fund managers, exchanges and some corporates. Although most of our work is for clients in Australia's major metropolitan centres, the firm is globally orientated, and we actively support KPMG's clients throughout the Asia-Pacific region. In recent years, KPMG Australia has been involved in a diverse range of market risk engagements in New Zealand, Indonesia, Malaysia and Hong Kong.
Your new role
Responsibilities will include:
- Analytical support for engagements related to market risk management
- Valuing a wide range of financial derivatives
- Validating models such as value-at-risk, counterparty credit risk, and ALM frameworks
- Testing technical controls around core models
- Advising our financial services clients on how best to manage traded and non-traded financial risk
- Helping us to grow our business
You will ideally have two or three years' experience in a market risk or ALM environment within a bank or large ADI. Qualified in a mathematical discipline, you will also have experience in standard programming environments such as R, VBA, and/or SAS. Ideally, you will have an advanced understanding of derivative valuation techniques - particularly in relation to interest rates and foreign exchange rate exposures - as well as both traded and non-traded market risk management. You will also be keen to help us grow our business in these areas.
What we offer you
We offer rewarding careers for outstanding professionals, ongoing learning and development opportunities, a collaborative and inclusive culture, and flexible and agile work practices that focus on our people's wellbeing to drive innovation and entrepreneurship. We also believe that our business plays a distinct and vital role in helping solve important social and environmental issues; and use our unique skills and expertise to help create positive and lasting impacts for our communities.
We believe diversity of thought, background and experience strengthens relationships and delivers meaningful benefits to our people, our clients and communities. We are consistently recognised as an employer of choice for women, and our inclusive culture promotes the development of our people irrespective of gender, ethnicity, generation, flexible work status, family circumstances, sexual orientation or disability.
This is an exciting opportunity to be a part of KPMG and its ongoing success. So if you want a career where you can use your deep expertise to deliver real results, talk to us first.
Advertised: 20 Nov 2017 AUS Eastern Daylight Time