(Москва, KPMG) Intern, Financial Risk Management
Financial Risk Management Group is providing consulting services in the areas of financial risk modeling, development of risk-management systems and strategies as well as valuation of financial instruments for our clients, mainly, in financial sector.
KPMG is a global network of professional firms providing Audit, Tax and Advisory services. KPMG operates in 152 countries and has 189,000 people working in member firms around the world. The independent member firms of the KPMG network are affiliated with KPMG International Cooperative ("KPMG International"), a Swiss entity. Each KPMG firm is a legally distinct and separate entity and describes itself as such.
Requirements:
Mandatory:
• Fluent Russian and English is a must (to have the opportunity to work with international risk management systems);
• Strong MS Office (Word, Excel, Power Point);
• Good skills in report writing, presentations preparation;
• Strong presentation and interpersonal skills, written and verbal communication skills;
• Team player and quick-learner;
• Readiness for business-trips;
• Full-time work;
• Graduation 2017/18;
Desirable:
• Banking experience;
• Background in risk management/internal audit in Bank (work or education);
• Experience in market, credit and operational risk modeling;
• Basel framework knowledge;
• Good knowledge of derivatives markets, Equity, IR, FX and credit derivatives pricing models;
• Knowledge of banking regulatory requirements;
• FRM/PRM or ACCA/CPA/CFA or other internationally accepted qualification is a plus;
• Knowledge and experience in RAP/IFRS/GAAP is a plus;
• Russian auditor qualification certificate is a plus;
• Programming skills in Excel VBA, Matlab, C/C++.

Responsibilities:
• Assessment and Development of quantitative financial risk assessment methodologies;
• Review and development of the client's risk management system;
• Basel capital adequacy framework planning and implementation;
• Capital allocation methodology review and implementation;
• Validation of client's financial instrument pricing methodologies;
• Valuation of complex financial instruments held by clients;
• Development of derivatives-based hedging strategies.

KPMG offers:
• Comprehensive remuneration package;
• Transparent path of career growth;
• A wide range of training and development programs;
• Opportunities for further development of professional skills through participation in diverse projects with international focus.

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