senior associate/assistant manager, quantitative financial risk analysts

As part of our growth strategy, KPMG in Greece proudly announces the opportunity to become a key member of our Financial Risk Management Advisory Team. Due to continued growth of operations, we are seeking to recruit Experienced Quantitative Risk Analysts.

Our Firm belongs to a network of firms that offer exciting opportunities for personal growth, career development while playing a key role in Financial Risk Management Advisory Services. Gain a real sense of purpose and assist some of the largest financial services and banking institutions in Greece. Open your horizons and prospects, get introduced to a new world of opportunities.

Key Responsibilities

• Develop and validate financial risk models in line with regulatory frameworks and standards across various risk types, including market, credit, operational risk, and liquidity risk.

• Conduct risk analytics and stress testing to assess financial exposures under various economic scenarios.

• Interpret and analyze large financial datasets using statistical and machine learning techniques.

• Advise clients on regulatory compliance and risk management strategies, aligning with industry’s best practices.

• Collaborate cross-functionally with other teams in advisory and audit to deliver end-to-end risk solutions.

• Stay current with evolving regulatory standards and financial risk methodologies to ensure best-in-class solutions.

Candidate Profile

• Strong academic background (BSc and MSc) in Mathematics, Engineering, Computer Science, Statistics, Data Science, Risk Management, Finance, Economics, or other related field with strong quantitative background. A Ph.D. will be considered an asset.

• At least three (3) years of experience in quantitative risk modeling, i.e., development and validation of risk methodologies in at least one of the following areas:
  
  -Credit Risk models under the IFRS 9 and/or IRB frameworks.
  -Market Risk models, e.g., Value-at-Risk (VaR), Expected Shortfall/Conditional VaR, IRRBB modeling.
  -Operational risk models, e.g., Loss Distribution Approach (LDA) modeling, scenario analysis, RCSA scoring and capital modeling.
  -Liquidity Risk models, e.g., LCR and NSFR, behavioral deposit modeling, intraday liquidity forecasting, liquidity stress testing.
  -Financial derivatives pricing models
  

• Hands-on experience with programming languages, such as Python, SAS, or R, in building statistical models.

• Data management and data analytics skills.

• Experience with Machine Learning and Artificial Intelligence algorithms, libraries, and tools will be considered an asset.

• Analytical, with problem solving skills and ability to think outside of the box.

• Ability to prioritize various work deliverables with focus on quality and attention to detail, and to contribute to team’s work while meeting projects’ deadlines.

• Strong team-player who can easily collaborate within the team and a wide range of different stakeholders.

• Excellent written and verbal communication skills both in Greek and English.

• CFA, FRM, or other professional qualifications will be considered an asset.

What we offer

Throughout your journey within KPMG Greece enjoy the following advantages:

• Engage in ongoing, structured training sessions to enhance your soft and technical business skills, such as professional qualifications.

• Collaborate with a diverse and skilled team of professionals on a wide range of projects for prestigious clients.

• Gain exposure to the KPMG Global Network and the opportunity to work alongside individuals from across the globe.

• Experience flexibility and well-being initiatives, engage in ESG activities, and participate in team-building events.

• Access a competitive compensation and benefits package.

Employee Value Proposition

Your insight can create opportunities for you and contribute to a better future. Do work that matters, supported by a community that values difference and cares about you. Gain learning that will last you a lifetime and be recognized for the impact you make. Find opportunity everywhere with KPMG.

• Do work that matters! Every day, in ways big and small, make a meaningful and positive difference for clients, people and the communities we serve. Help us create opportunity in a world of increasing complexity.

• Come as you are! Your unique experiences and perspectives belong here. Both individually and as a team, you will understand and value the differences that lead to stronger insights and innovation.

• Thrive with us! Build relationships with colleagues who take care of each other. You will have the KPMG community at your side, providing the support you need to be at your best and create opportunities for yourself and others.

• Learn for a lifetime! Grow your own way in an environment where learning is continuous. Feed your curiosity, work with the best on emerging practices and technologies, and gain an advantage for life.

• Make your mark! Your aspirations and initiative make KPMG better. Wherever you work, be recognized for the impact you make, the leadership you show, and the success you create with others.