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Manager - Market Risk Capital & Regulatory Consultant

Date: Oct 23, 2021

Location: London, United Kingdom

Company: KPMG UK

Manager - Market Risk Capital & Regulatory Consultant

Roles and Responsibilities:
• 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 a Manager, you will be responsible for management and delivery of individual work streams including managing and developing junior team members. In addition, you will be expected to support internal business development activities and client relationship development.
• 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:
• 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 and/or working 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.
• Proven ability to work within a team environment and experience of managing/developing juniors colleagues.
• Excellent communication skills (oral and written), planning, project management, networking and influencing skills.
• Flexibility to work across the UK (and internationally) where required.

Experience and Background:
• 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

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