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Assistant Managers - Quant- Traded Risk Capital Support

Date: Mar 5, 2019

Location: London, United Kingdom

Company: KPMG UK

AutoReq ID142745BR
Job TitleAssistant Managers - Quant- Traded Risk Capital Support
CountryUnited Kingdom
LocationLondon
FunctionRisk Consulting
Service LineFRM
Service Line InformationUsing a wide variety of technical and sector-specific skills, KPMG's Risk Consulting group proactively helps clients increase profits whilst reducing reputational, operational, financial and other risks. We are experienced in managing diverse issues including fraud, regulatory compliance, risk frameworks and modelling, capital efficiency, corporate governance, dispute resolution, deriving value from contracts and much more.

As subject matter experts with a breadth of experience and specialism across industry, consulting, academia and regulators, the risk team offer the skills and levers to provoke and support complex and unique risk transformational projects in the financial services industry.

KPMG OverviewKPMG is part of a global network of firms that offers Audit, Tax & Pensions, Consulting, Deal Advisory and Technology services. Through the talent of over 16,000 colleagues, we bring our creativity and insight to our clients’ most critical challenges.
With offices across the UK, we work with everyone from small start-ups and individuals to major multinationals, in virtually every industry imaginable. Our work is often complex, yet our vision is simple: to be the clear choice for our clients, for our people and for the communities we work in.

Job DescriptionResponsibilities:

- This role is primarily a market risk SME role focussing on the impact of regulatory change on bank business models and supporting banks with designing and implementing solutions.
- While the role will be market risk focussed, individuals are expected to be involved in both market risk and wider risk and capital related engagements.
- As an Assistant Manager, you will be responsible for supporting project delivery as well as internal business development activities.
- The role will require working with senior internal stakeholders and senior external stakeholders across various functions including Front Office Trading, Risk, Product Control and Technology.
- The individual will need to be proactive in keeping abreast of regulatory expectations and industry practices.

Qualifications, skills and experience:

- Deep market risk and capital markets knowledge are mandatory (e.g. VaR, SVaR, IRC, RWA and ES etc.).
- Ability to balance market risk experience within the consulting environment, adapt to different risk topics and have a commercial mind-set to contribute to the growth of the business.
- Proven ability of effectively delivering market risk related projects.
- Detailed knowledge of FRTB and an understanding of its implications is advantageous, but not a requirement.
- Ability to communicate and challenge senior management (Front Office, Risk, Product Control and Technology) on a range of market risk topics.
- Excellent communication skills (oral and written), planning, project management, networking and influencing skills.
- Flexibility to work across the UK (and internationally) where required.
- Experience of delivering major regulatory change programmes in a trading environment.
- Strong understanding of regulatory reforms impacting financial institutions (specifically, FRTB).
- Detailed knowledge of the front-to-back operations of an investment bank.
- Experience of working with Front Office (specifically trading), Risk or Product Control across a number of asset classes.
- Experience of risk management within investment banking and project management skills
- Quantitative modelling skills in a range of programming languages (e.g. Python) are optional

Multiple positions available
Opening Date: 05/03/2019
Closing Date: 02/04/2019
Competitive salary plus negotiable bonus and benefits

Our Deal

Flexible Working

Our employees have many varied work schedules to suit their individual needs!



Our intelligent working options range from role sharing and flexible start and finish times, to home working and more informal arrangements agreed within teams.



Check out examples of KPMG employees enjoying different working patterns on our website and please do share your own individual requirements with us.



Applying with a DisabilityAs a member of the Business Disability Forum we're committed to ensuring a great experience for colleagues with a disability. Should you be successful after the initial application stage, please discuss any adjustments that you may require with your recruitment contact.

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