**Business Title:** Advisory Associate, Modeling & Valuation - Valuation | New York Winter 2023


**Requisition Number:** 90672 - 66


**Function:** Advisory


**Area of Interest:** Campus


**State:** NY


**City:** New York


**Description:**

The KPMG Advisory practice is currently our fastest growing practice. We are seeing tremendous client demand, and looking forward we don't anticipate that slowing down. In this ever-changing market environment, our professionals must be adaptable and thrive in a collaborative, team-driven culture. At KPMG, our people are our number one priority. With a wealth of learning and career development opportunities, a world-class training facility and leading market tools, we make sure our people continue to grow both professionally and personally. If you're looking for a firm with a strong team connection where you can be your whole self, have an impact, advance your skills, deepen your experiences, and have the flexibility and access to constantly find new areas of inspiration and expand your capabilities, then consider a career in Advisory.


KPMG is currently seeking an Advisory Associate for our Modeling & Valuation practice in Consulting.


Responsibilities:


+ Provide risk analytics support on engagements, including credit/market/operational/liquidity risk evaluation, both qualitative and quantitative approaches, as well as modeling (machine learning and AI), analytics and forecasting

+ Use advanced statistical, mathematical and econometric techniques to identify and enhance the understanding of relationships between business behavior and independent variables

+ Perform independent valuation related to complex financial instruments and derivatives, including valuation adjustments (CVA and DVA)

+ Create, document and enhance pricing models, valuation methodologies and procedures

+ Execute financial risk management engagements related to key financial risks including foreign exchange, interest rate, credit, regulatory, commodity, treasury risks and related operational controls; review and validate market risk (Value-at-Risk), stress testing, valuation and other financial analysis models

+ Assist on various client engagements relating to the financial services industry with primary focus on operational and control assessment and enhancement, enterprise risk management, commercial credit risk analysis, testing, revenue enhancement and other advisory services


Qualifications:


+ Must be pursuing and have obtained by the start date or have completed the following degrees/majors in the past 12 months; Masters Degree or PhD in Financial Engineering, Computational Finance, Applied Math or equivalent Quantitative discipline from an accredited college or university

+ Must have a current/most recent GPA of 3.00 or above

+ Knowledge of financial products including interest rate and equity derivatives, fixed income and securitization

+ Strong knowledge of valuation software tools (Bloomberg, Fincad, Numerix, Matlab and Intex); Solid programming skills (VBA, C++, R and Python) and excellent communication and presentation skills

+ Strong technical aptitude, demonstrated quality service mindset, critical thinking skills and ability to navigate MS Office applications, including Excel, PowerPoint, Word and Outlook

+ Work location may be in the office, at client sites, or virtual/remote depending on business need. You must be located within the U.S. when working remotely. Client site locations may require travel and overnight/extended stay


KPMG LLP (the U.S. member firm of KPMG International) offers a comprehensive compensation and benefits package. KPMG is an affirmative action-equal opportunity employer. KPMG complies with all applicable federal, state and local laws regarding recruitment and hiring. All qualified applicants are considered for employment without regard to race, color, religion, age, sex, sexual orientation, gender identity, national origin, citizenship status, disability, protected veteran status, or any other category protected by applicable federal, state or local laws. The attached link ( https://assets.kpmg.com/content/dam/kpmg/us/pdf/2018/09/eeo.pdf) contains further information regarding the firm's compliance with federal, state and local recruitment and hiring laws. No phone calls or agencies please.


KPMG does not currently require partners or employees to be fully vaccinated or test negative for COVID-19 in order to go to KPMG offices, client sites or KPMG events, except when mandated by federal, state or local law. In some circumstances, clients also may require proof of vaccination or testing (e.g., to go to the client site).


**GL:** 6


**GF:** 15294