KPMG Manager/Director, Risk Analytics in Los Angeles, California

Manager/Director, Risk Analytics

New York, New York

Requisition #: 34052

Practice Area: Advisory

Location: Los Angeles, CA; New York, NY

Known for being a great place to work and build a career, KPMG provides audit, tax and advisory services for organizations in today's most important industries. Our growth is driven by delivering real results for our clients. It's also enabled by our culture, which encourages individual development, embraces an inclusive environment, rewards innovative excellence and supports our communities. With qualities like those, it's no wonder we're consistently ranked among the best companies to work for by Fortune Magazine, Consulting Magazine, Working Mother Magazine, Diversity Inc. and others. If you're as passionate about your future as we are, join our team.

KPMG is currently seeking a Manager/Director in Risk Strategy & Compliance - Risk Analytics for ourpractice.

Responsibilities:

  • Complete quantitative financial risk management engagements related to but not limited to foreign exchange, interest rate, credit, commodity risks, and related controls

  • Assist audit teams by pricing exotic derivatives including but not limited to barrier options, constant maturity swaps, callable bonds, collateralized debt obligations, and Bermudan swaptions

  • Review, validate, and develop derivative pricing, Value-at-Risk, econometric, and dynamic financial analysis models

  • Demonstrate high level of understanding of capital markets processes, including trading, limits, risk management, credit, settlement, and operations

  • Serve as subject matter professional in a product area, quantitative risk management, or exotic derivative modeling

  • Lead staff in advisory engagements and audit assist assignments

Additional Responsibilities for Director:

  • Support proposal and business development activities by identifying new target clients, building business relationships with key executives, and developing and presenting proposals

  • Provide leadership and oversight to KPMG team members regarding deliverables, project plans, and performance management

  • Liaise with other KMPG service groups and work within teams to foster efficiency and deliver quality services

Qualifications:

  • A minimum of five years of relevant experience, including advisory services or project management, and familiarity with principles of stochastic calculus such as It?'s Lemma, and Lévy processes

  • Advanced degree in quantitative finance, engineering, mathematics, or statistics from an accredited college/university

  • Ability to computer program Monte Carlo simulations and utilize finite difference techniques in more than one programming language or application

  • Experience with Basel III/liquidity management, capital management, or recovery resolution planning

  • Strong communication and presentation skills

  • Travel may be up to 80-100%

  • Applicants must be currently authorized to work in the United States without the need for visa sponsorship now or in the future

Additional Qualifications for Director:

  • A minimum of eight years of progressive experience leading multi-disciplinary teams and managing projects

  • Excellent written and verbal communication skills

  • Superior interpersonal skills with a demonstrated ability to gain the confidence and respect of professionals at various levels

KPMG LLP (the U.S. member firm of KPMG International) offers a comprehensive compensation and benefits package. KPMG is an equal opportunity employer. All qualified applicants are considered for employment without regard to race, color, creed, religion, age, sex/gender, national origin, ancestry, citizenship status, marital status, sexual orientation, gender identity or expression, disability, physical or mental handicap unrelated to ability, pregnancy, veteran status, unfavorable discharge from military service, genetic information, personal appearance, family responsibility, matriculation or political affiliation, or other legally protected status. KPMG maintains a drug-free workplace. KPMG will consider for employment qualified applicants with criminal histories in a manner consistent with the requirements of applicable local, state or federal law (including San Francisco Ordinance number 131192). No phone calls or agencies please.

Our Benefits

Health

KPMG offers a range of medical insurance options to meet your needs as well as prescription drug coverage, health care flexible spending accounts, and dependent day care flexible spending accounts.

Personal Time Off (PTO)

Up to 30 PTO Days per year (depending on job classification/level/years of service).

Financial

  • 401(k) and Pension Plans

  • Dependent Care Flexible Spending Account

  • Health Care Flexible Spending Account

  • Mortgage Assistance Program

  • HomeBenefits@Work Program

  • Hyatt Legal Plan

  • Benefits vary by employment status.