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IB Change – Market Risk – Assistant Manager

Date: Nov 19, 2021

Location: London, United Kingdom

Company: KPMG UK

Job Description

We are looking for experienced Assistant Managers to join our FS Consulting practice.

In this role, you will have the opportunity to work with a wide variety of banks, leading in providing advisory and implementation support in relation to regulatory changes in market risk functions.

KPMG has a proven track record of helping clients in this area and we have significant growth plans given the opportunities arising from continued regulatory scrutiny and increasing regulatory change.

Our team members possess a variety of core advisory and assurance skills and have considerable industry knowledge and specialist expertise in financial services risk and regulation.

The role

As an Assistant Manager in the team, you will be involved in the day to day delivery of all aspects of business development, client targeting and client engagements. We are looking for an experienced individual who is highly motivated, passionate about what they do.

Core elements of the role will require you to:
- Support engagements / workstreams in market risk functions covering i) advisory and implementation support, and ii) post implementation independent reviews
- Support market risk change impact assessments and target operating model design / reviews
- Programme management of market risk change engagements
- Get involved in the formulation of propositions and solutions that meet client requirements
- Business development support across key market risk propositions
- Support development and conversion of a pipeline of opportunities through sell-on and/or new work
- Ability to develop & Implement risk analysis tools for reporting, analytic and identification purposes.
- Prepare in-depth risk reports and updates for Senior management, risk committee and relevant parties.

The person

Required knowledge and experience:
- 3 years minimum experience of working within market risk functions
- Consulting experience in Capital Markets within a Professional Services firm (Big 4 ideal)
- Experience in a major Capital Market institution’s internal consulting team or change function is also acceptable
- Experience in supporting delivery of market risk change programmes and other change programmes across sell side, buy side and financial market infrastructure firms
- Good understanding of key industry, market and regulatory drivers shaping the industry and an ability to articulate these by way of client opportunities
- Experience in setting up risk appetite and risk frameworks is desirable
- Good understanding of OTC products and their risk profiles (asset class can be Prime and/or Credit Products, FI and Equity Derivatives, and/or Rates/FX) is desirable
- Good skills in MS Office suite, particularly Excel and PowerPoint
- Strong interpersonal and communication skills with ability to build and maintain client relationships

Desirable qualifications and skills:
- Good understanding of derivatives, structured products and pricing models in either FX or Interest Rates
- Quantitative skill set for Modelling and implementation purposes - including: Financial modelling, derivative modelling, stochastic calculus, stress testing)
- Good knowledge in Python, C++ or R
- Previous experience working in a front office role (trading/structuring) or structured products market risk role

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