KPMG Ukraine

Assistant Manager - Market Risk

KPMG Ukraine  •  Mumbai, IN (Onsite)  •  4 hours ago
Apply
AI can make mistakes so check important info. Chat history is never stored.

Job Description

About KPMG in India

KPMG entities in India are professional services firm(s). These Indian member firms are affiliated with KPMG International Limited. KPMG was established in India in August 1993. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets and competition. KPMG has offices across India in Ahmedabad, Bengaluru, Chandigarh, Chennai, Gurugram, Jaipur, Hyderabad, Jaipur, Kochi, Kolkata, Mumbai, Noida, Pune, Vadodara and Vijayawada.

KPMG entities in India offer services to national and international clients in India across sectors. We strive to provide rapid, performance-based, industry-focused and technology-enabled services, which reflect a shared knowledge of global and local industries and our experience of the Indian business environment.


•Development or validation of liquidity/market risk models on-premise, including methodology, implementation, model review, business analyst services, software development, testing, releasing, and remediation of findings.

•Model development and/or validation or calibration for risk models.

•Consulting on risk processes and risk control/management in banks.

•Regulatory services based on EU and national regulation, e.g., CRR, EBA Guidelines, MaRisk, ECB Guide on Internal Models, including advisory services on calculation of regulatory capital requirements.

Skills Required:

•Knowledge of Interest Rate Risk in the Banking Book (IRRBB – EVE and NII perspective) and/or liquidity risk modelling approaches.

•Experience in risk model development and validation process, including model specification, testing, and model review.

•Ideally: knowledge of regulatory requirements around market and liquidity risk (Basel, preferably EU regulation).

•Knowledge of market standard pricing and market risk models for linear products, derivatives, SFTs, including typical market risk measures and analysis tools, e.g., VaR/Expected Shortfall, sensitivities-based analysis, market risk stress testing, etc.

Equal employment opportunity information


KPMG India has a policy of providing equal opportunity for all applicants and employees regardless of their color, caste, religion, age, sex/gender, national origin, citizenship, sexual orientation, gender identity or expression, disability or other legally protected status. KPMG India values diversity and we request you to submit the details below to support us in our endeavor for diversity. Providing the below information is voluntary and refusal to submit such information will not be prejudicial to you.
Post Graduation in Management /Finance/ Economics, or equivalent such as a Chartered Accountant CFA, FRM or equivalent or as per local market conditions.

KPMG Ukraine

About KPMG Ukraine

KPMG – це міжнародна мережа фірм, що надають аудиторські, податкові та консультаційні послуги. В офісах KPMG у 143 країнах світу працюють понад 273,000 співробітників (FY23). Кожна фірма KPMG є незалежною юридичною особою і представляє себе як таку.

KPMG працює в Україні з 1992 року. KPMG в Україні надає аудиторські, податкові, бухгалтерські та консультаційні послуги для місцевих і міжнародних компаній. Нашою метою завжди було використання глобального інтелектуального потенціалу фірми в поєднанні з практичним досвідом наших українських професіоналів, щоб допомогти провідним компаніям досягти своїх цілей.

Офіси компанії знаходяться у Києві та Львові.

______________

KPMG is a global network of professional services firms providing audit, tax and advisory services. We operate in 143 countries and territories, and in FY23, collectively employed more than 273,000 people working in member firms around the world.

KPMG in Ukraine provides audit, tax, accounting and advisory services to local and international businesses. KPMG has been working in Ukraine since 1992, and our goal has always been to use the firm's global intellectual potential, combined with the practical experience of our Ukrainian professionals, to help leading companies to achieve their goals.

In Ukraine KPMG has its offices in Kyiv and Lviv.

Industry
Consulting & Advisory
Company Size
201-500 employees
Headquarters
Kyiv, UA
Year Founded
1992
Website
kpmg.com
Social Media