Consultant - Financial Engineering Milano

Consultant - Financial Engineering
Milano
Lombardia, Milano

Junior financial risk management consultant - Quant

Risk consulting - **Regulatory & risk advisory

Milan

**KPMG Advisory's Financial risk management** practice assists leading European clients in the banking/insurance sector in the preparation of robust financial risk measurement frameworks, the definition and implementation of efficient banking processes and the updating of payment systems.

- pricing and risk analysis of complex financial products;

- derivative portfolio restructuring and development of the related financial models;

- market and counterparty risk modelling (VaR and Greeks, CCR exposure measures, CVA and DVA);

- financial instrument risk management and related control processes;

- hedge accounting models for banks and corporates;

- set up and strengthen of financial risk management environment for corporates;

- other topics related to securities products and markets with a specific focus on derivatives and structured products.

- a specialist degree (graduate or nearing completion) in business, statistics, engineering, mathematics or any other quantitative faculty;

- knowledge of programming software and languages (R, Matlab, Python, VBA);

- knowledge of information providers such as Bloomberg, Refinitiv, and ICE is a plus;

- excellent knowledge of Italian and English, preferably with study and/or work experience abroad;

- excellent problem-solving skills and an innate ability to take initiative;

- good interpersonal and teamwork skills.

The position offers excellent growth opportunities.

Your data will be processed in full compliance with the provisions of Regulation (EU) no.

679/2016 (General Data Protection Regulation - "GDPR" or the "Privacy legislation"), as amended.

Please see KPMG's privacy policy for further information.

KPMG Advisory S. p. A. is an equal opportunity employer.

**Junior financial risk management consultant - Quant

Risk consulting - **Regulatory & risk advisory

Milan

**KPMG Advisory's Financial risk management** practice assists leading European clients in the banking/insurance sector in the preparation of robust financial risk measurement frameworks, the definition and implementation of efficient banking processes and the updating of payment systems.

- pricing and risk analysis of complex financial products;

- derivative portfolio restructuring and development of the related financial models;

- market and counterparty risk modelling (VaR and Greeks, CCR exposure measures, CVA and DVA);

- financial instrument risk management and related control processes;

- hedge accounting models for banks and corporates;

- set up and strengthen of financial risk management environment for corporates;

- other topics related to securities products and markets with a specific focus on derivatives and structured products.

- a specialist degree (graduate or nearing completion) in business, statistics, engineering, mathematics or any other quantitative faculty;

- knowledge of programming software and languages (R, Matlab, Python, VBA);

- knowledge of information providers such as Bloomberg, Refinitiv, and ICE is a plus;

- excellent knowledge of Italian and English, preferably with study and/or work experience abroad;

- excellent problem-solving skills and an innate ability to take initiative;

- good interpersonal and teamwork skills.

The position offers excellent growth opportunities.

Your data will be processed in full compliance with the provisions of Regulation (EU) no.

679/2016 (General Data Protection Regulation - "GDPR" or the "Privacy legislation"), as amended.

Please see KPMG's privacy policy for further information.

KPMG Advisory S. p. A. is an equal opportunity employer.

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