ID229117 (Junior) Consultant – Financial Risk Management team

Position: Consultant – Financial Risk Management (FRM)

Who Are We?

KPMG is one of the globally renowned firms operating in audit services and financial advising. With our deep understanding of various industries, commitment to quality, integrity, and dedicated professionals, we continue to bring confidence and innovative solutions to our clients around the globe.

KPMG in Romania offers great opportunities to build a successful career. When you choose KPMG as the place to build your career, you choose to inspire confidence and empower the change around you.

What are we looking for?

We are currently seeking to recruit a (Junior) Consultant for our Financial Risk Management (FRM) Team who has a deep interest and knowledge in Forecasting Techniques, Machine Learning, or Text Mining. We invite graduates, passionate about these subject areas, to make use of a dataset we provide to demonstrate their skills, insights, and future aspirations within risk analysis.

Our team is involved in advisory projects, supporting clients in building, validating or calibrating credit risk models and also in the review of certain areas of credit risk models as part of audit projects. We are a team of specialized experts with the ambition to continuously better ourselves in order to generate innovation which contributes to the continuous development of our clients and the enhancement of their businesses.

We are looking for a new colleague who likes statistics/ econometrics and the intellectual challenges that come with them. As a member of the Financial Risk Management Team, the successful candidate will be responsible for supporting the team with model development and validation and other quantitative activities in a great variety of risk and regulatory projects, mainly for banks and other financial institutions. If you bring your enthusiasm and core knowledge of statistics/ econometrics, we provide learning opportunities through projects, supportive colleagues and a fun working environment.

The successful candidate will: 

• Support team members in developing and validating credit, market and liquidity-risk models (IFRS 9, IRRBB, stress testing, rating & scoring).
• Analyse data sets, run statistical tests and build prototypes in Python or R.
• Assist in ESG-risk analytics and process-automation tasks.
• Draft sections of technical reports and help prepare client presentations.
• Contribute research from your master’s / university projects to enhance project methodologies.
• Collaborate with colleagues in Audit and Advisory to deliver reports/projects.
• Build and maintain strong working relationships internally and with client personnel.

Skills and Qualifications 

Essential

• Master’s or final-year Bachelor’s degree in Finance, Economics, Mathematics, Statistics, Computer Science or similar.
• Demonstrated coursework or academic projects in risk modelling, econometrics, machine learning or financial analytics
• Working knowledge of Python or R for data analysis
• Solid foundation in probability, statistics and financial-modelling principles.
• Good written and spoken English
• Curiosity, problem-solving mindset and willingness to learn from senior mentors.

Nice to Have

• Internship/Work experience in banking, fintech or consulting.
• Familiarity with SQL, SAS or VBA.
• Participation in case competitions, research papers or student conferences.
• Progress toward CFA, FRM or other professional certification.

What’s in it for you? What do we offer?

• A fast paced environment, and a diverse team with great mentoring opportunities;
• A long-term career opportunity within a dynamic and constantly growing multinational environment and a fresh and enthusiastic team;
• A professional and team-oriented work environment;
• We’ll do everything we can to help you fulfill your potential through various training courses and additional professional qualifications;
• Working at KPMG is also about happy people and an internal culture that supports employees in following their passions through various activities and events. We also have numerous benefits to support your health, a flexible working schedule and many more advantages.

Continuous feedback from the people you work with, professional coaching and mentoring with any of the leaders in the firm.

Confidentiality

Confidentiality will be ensured to protect the interests of applicants.

Only preselected candidates will be invited to an interview.

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