November 27, 2020

Стажер, Группа по управлению финансовыми рисками (практика по работе с финансовыми учреждениями), Департамент консалтинга / KPMG

What we do:
Financial Risk Management Group is providing consulting services in the areas of financial risk modeling, development of risk-management systems and strategies as well as valuation of financial instruments for our clients, mainly, in financial sector.

You may be involved in:
— Assessment and development of quantitative financial risk assessment methodologies;
— Modeling in SAS, R (PD, LGD models, stress-testing);
— Review and development of the client’s risk management system;
— Basel capital adequacy framework planning and implementation;
— Capital allocation methodology review and implementation;
— Validation of client’s financial instrument pricing methodologies;
— Valuation of complex financial instruments held by clients;
— Development of derivatives-based hedging strategies.

To fill the role a candidate is expected to meet the following requirements:
— Higher education (degree preferably in Economics, Finance) or last year student;
— Good skills in report writing, presentations preparation;
— Strong presentation and interpersonal skills, written and verbal communication skills;
— Any programming skills will be advantage;
— Fluent English to have the opportunity to work with international risk management systems;
— Strong MS Office (Word, Excel, Power Point);
— Programming skills in Excel VBA, Matlab, C/C++;
— Team player and quick-learner;
— Readiness for business-trips;
— Ability to work full-time.

We offer:
— Working as part of an experienced team on complex projects for major Russian and multinational companies;
— Excellent opportunities for career and professional growth;
— A wide range of training and development programs;
— Great professional team and friendly environment;
— Comfortable high-class office in Moscow City.

Почта для отправки резюме - alinakorotkova@kpmg.ru (Алина Короткова).