ID229607 Manager – Financial Risk Management

Position: Manager – Financial Risk Management (FRM)

Who Are We?

 KPMG is one of the globally renowned firms operating in audit services and financial advising. With our deep understanding of various industries, commitment to quality, integrity, and dedicated professionals, we continue to bring confidence and innovative solutions to our clients around the globe.

KPMG in Romania offers great opportunities to build a successful career. When you choose KPMG as the place to build your career, you choose to inspire confidence and empower the change around you.

What are we looking for?

We are currently seeking to recruit a Manager for our Financial Risk Management (FRM) Team who has a deep interest and knowledge in Forecasting Techniques, Machine Learning, or Text Mining.

Our team is involved in advisory projects, supporting clients in building, validating or calibrating credit risk models and also in the review of certain areas of credit risk models as part of audit projects. We are a team of specialized experts with the ambition to continuously better ourselves in order to generate innovation which contributes to the continuous development of our clients and the enhancement of their businesses.

The successful candidate will: 

• Own end-to-end delivery of credit-, market- and liquidity-risk model projects (IFRS 9, IRRBB, stress-testing, rating & scoring)
• Design modelling methodologies, establish project plans, scope and milestones, and ensure on-time, on-budget execution.
• Perform advanced data exploration and statistical testing; build production-ready prototypes in Python or R
• Act as primary contact for clients: run steering-committee meetings, manage expectations, explain complex results to senior stakeholders and regulators.
• Identify project risks, propose mitigations and maintain full auditability of assumptions, code and documentation.
• Lead peer-reviews of technical reports, coach junior team members informally and foster a culture of knowledge-sharing
• Spot opportunities to extend engagements (e.g., ESG risk, model automation, governance reviews) and support proposal presentations

Requirements — Essential

• 3 + years' experience in risk-model development, validation or quantitative departments
• Proven track-record of managing multiple work-streams, stakeholders and deadlines.
• Deep understanding of probability theory, statistics, financial-modelling and relevant regulations (Basel III/IV, EBA, ECB, IFRS 9).
• Proficiency in Python or R for data analysis and model building;
• Communication skills: can translate quantitative findings into clear business recommendations
• Fluency in written and spoken English.
• Self-starter mentality: thrives on autonomy, takes ownership of outcomes and proactively removes blockers.

Nice to Have

• Professional certification (FRM, PRM, CFA) or progress toward completion.
• Working knowledge of SQL, SAS, VBA or Matlab
• Exposure to ESG-risk analytics, climate-stress scenarios or AI/ML model governance.
• Publications, conference presentations or participation in industry working groups

What's in it for you? What do we offer?

• A fast paced environment, and a diverse team with great mentoring opportunities;
• A long-term career opportunity within a dynamic and constantly growing multinational environment and a fresh and enthusiastic team;
• A professional and team-oriented work environment;
• We'll do everything we can to help you fulfill your potential through various training courses and additional professional qualifications;
• Working at KPMG is also about happy people and an internal culture that supports employees in following their passions through various activities and events. We also have numerous benefits to support your health, a flexible working schedule and many more advantages.

Continuous feedback from the people you work with, professional coaching and mentoring with any of the leaders in the firm.

Confidentiality

Confidentiality will be ensured to protect the interests of applicants.

Only preselected candidates will be invited to an interview.

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