**Business Title:** Senior Associate, Modeling & Valuation-Valuation


**Requisition Number:** 89167 - 66


**Function:** Advisory


**Area of Interest:**


**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 Associate/Senior Associate in Risk & Compliance - Modeling & Valuations for our Consulting (https://advisory.kpmg.us/) practice.


Responsibilities:


+ 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


Additional Responsibilities for Senior Associate:


+ Review derivative and capital market instrument pricing and hedging models

+ Examine internal control policies and procedures and operations

+ Develop and support risk management models for use in the production of client deliverables


Qualifications:


+ Minimum one year of relevant experience in the financial services industry or other advisory services practice

+ Master's degree in Finance, Financial Engineering, Mathematics, Economics, or a related major from an accredited college/university or holder of a Ph.D. degree

+ 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 (e.g. VBA, C++, and Python) and excellent communication and presentation skills

+ Ability to travel as necessary

+ Applicants must be currently authorized to work in the United States without the need for visa sponsorship now or in the future


Additional Qualifications for Senior Associate:


+ Prior advisory or project management experience

+ Ability to multi-task and work under pressure and highly organized and attention to details

+ Related trading, hedging, and risk management skills


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:** 5


**GF:** 15294