There is a job vacancy for Manager at KPMG.
Qualifications
- Around 8 – 10 years’ experience in professional services advisory, quantitative risks, international banking, insurance, or a blue-chip company with demonstrable experience in financial risk management
- Possess in-depth of knowledge in either of the areas below:
- Financial risk management or financial risk controls and processes within Banking or Securities firms
- Quantitative skill set for the construction, validation, and implementation of financial risk models, such as:
- derivatives, structured products, and pricing models in either FX or interest rates,
- stochastic calculus,
- market risk, credit risk and/or climate risk stress testing,
- PD%, LGD, EAD or development of expert judgment scorecards
- Capital treatments for banking/trading book and interest rate related instruments, currency and commodities, and equity in the trading book under the Basel definitions
- Understanding of VaR analysis and related control processes and policies
- Technical understanding of structured financial instruments, OTC products and their risk profiles (asset class can be Prime and/or Credit Products, FI and Equity Derivatives, and/or Rates/FX)
- Knowledge of advanced approaches for Credit/Market Risk (IMA) including backtesting, FIRB and/or AIRB
- IFRS 9 Impairments and Expected Credit Loss Modelling
- Asset and Liability Management
- Experience with SAS, Python, C++, R or MATLAB is a plus
- Exceptional interpersonal skills with a demonstrated ability to gain the confidence and respect of senior executives
- Strong planning and organizing skills, with the ability to work effectively under pressure managing multiple/large scale projects or project deliverables
- Excellent knowledge of financial services regulatory requirements and guidelines (Basel, Bank of Ghana CRD, Bank of Ghana Risk Management Directive, etc)
- Excellent analytical skills coupled with a pragmatic approach to problem solving
- Fluent in English with excellent business and technical writing and presentation skills.
- Degree holder in Statistics, Risk Management, Finance, Accounting/Financial and Actuarial Engineering/Business Mathematics or any other business-related discipline
- Candidates with lesser experience will be considered for a Senior Consultant role
Check Also: