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


**Requisition Number:** 80740 - 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 arithmetic computations and apply methods of numerical analysis to data

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

+ Execute financial risk management engagements related to key financial risks including foreign exchange, interest rate, credit, regulatory, commodity, treasury risks, and related operational controls

+ Develop and analyzed large datasets using mathematics and statistical modeling and other business analysis tools such as SAS

+ Develop predictive models using statistical analysis methods such as classification, time-series analysis, regression, statistical inference validation tools' Design mathematical models to interpret data, using the relevant information available, often using computer programs

+ Identify and communicate technical matters to both clients and upper management as well as update the client on the ever-evolving industry and technology trends by participating in professional conferences, maintaining relationships with others, and reading professional journals.


Additional Responsibilities for Senior Associate:


+ Review independent valuations related to complex mathematical instruments and derivatives, including valuation adjustments (CVA and DVA) and review and validate market risk (Value-at-Risk), stress testing, valuation, derivative, capital market instrument, pricing, hedging models and other mathematical models

+ Examine internal control policies and procedures and operations

+ Develop, prepare, and present complex mathematical concepts/results (which may include risk management models, trading, hedging, etc. to Management


Qualifications:


+ A minimum of 1 year of work experience in a field related too Statistics, Applied Mathematics, Optimization / Mathematical programming, etc.

+ Bachelor's degree in a related field such as Physics, Mathematics, Statistics, from an accredited college/university; Masters or Ph.D. from an accredited college/university is a plus

+ Knowledge of products including interest rate and equity derivatives, fixed income and securitization as well as knowledge of arithmetic, algebra, geometry, calculus, statistics, and their applications.

+ Excellent technical skills, including in fields such mathematics, empirical software applications (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


Additional Qualifications for Senior Associate:


+ A minimum of 3 years of work experience in a field related too Statistics, Applied Mathematics, Optimization / Mathematical programming, etc.

+ Prior advisory or project management experience and the ability to multi-task and work under pressure and highly organized and attention to details.


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