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.
Intern, Financial Risk Management Group (Modelling)
— Assessment and development of quantitative financial risk assessment methodologies.
— Modeling in SAS, R (PD, LGD models, stress-testing).
— 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.
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.
— Higher education (degree preferably in Economics, Finance) or last year student.
— Good skills in report writing, presentations preparation.
— Strong presentation and interpersonal skills, written and verbal communication skills.
— Any programming skills will be advantage.
— Fluent English to have the opportunity to work with international risk management systems.
— Strong MS Office (Word, Excel, Power Point).
— Programming skills in Excel VBA;
— Readiness for business-trips.
— Ability to work full-time.
— Working as part of an experienced team on complex Real Estate Valuation projects for major Russian and multinational companies.
— Excellent opportunities for career and professional growth.
— A wide range of training and development programs.
— Great professional team and friendly environment.
— Comfortable high-class office in Moscow City.