Financial Risk Management Junior Consultant Milano

Financial Risk Management Junior Consultant
Milano
Lombardia, Milano

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.

- developing models for the quantification of the main credit risk parameters (PD, LGD and EAD) for management and regulatory purposes, in line with Basel regulations;

- assisting clients with stress tests;

- contributing to the inclusion of ESG topics in risk measurement;

- measurement of financial instruments (fixed income, securitisation and derivatives);

- implementing pricing models for complex financial instruments (e. g. , CLN, ABS, securitisation and CMS);

- restructuring of derivative portfolios and development of the related financial models.

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

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

- 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.

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

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

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