Assistant Manager - KPMG Traded Risk Capital Support

  • Competitive
  • London, England, United Kingdom
  • Permanent, Full time
  • KPMG
  • 19 Feb 19

We are currently looking for Assistant manager level Market Risk Capital & Regulatory Consultants to join our Banking Risk Team and have several vacancies.

We are currently looking for Assistant manager level Market Risk Capital & Regulatory Consultants to join our Banking Risk Team and have several vacancies.



The Role

 

 

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 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.

 




The Person
 

 

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 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 and Knowledge:

 



• 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