Manager/Senior Manager, Financial Risk Management

KPMG LLP Canada; Montreal; On-site; CAD 80,000 - 120,000; Full time

Job summary

A leading financial services firm is seeking a Manager or Senior Manager in Montreal to lead capital markets and risk management projects. You will work closely with senior partners, contributing to business development and providing advisory services to financial institutions. The ideal candidate has 5 to 10 years of relevant experience, holds a Master's degree or PhD in finance, and possesses strong analytical and project management skills. This role offers an inclusive and supportive working environment.

Qualifications

• 5 to 10 years of relevant experience.
• Professional designation (FRM, PRM, CFA, CAIA) is an asset.
• Experience with Basel III and Basel IV requirements.

Responsibilities

• Lead assignments related to capital markets.
• Conduct quantitative modeling of market risk.
• Prepare reports with observations and recommendations.

Skills

Analytical skills

Project management

Programming (Matlab, VBA, R, SAS)

Market risk management

Client-oriented

Education

Master's degree or PhD in finance or related field

Job description

Overview

At KPMG, you’ll join a team of diverse and dedicated problem solvers, connected by a common cause: turning insight into opportunity for clients and communities around the world.

KPMG Financial Risk Management Services is currently seeking a Manager or Senior Manager specializing in capital markets and market/investment risk management for its Montreal office. In a context of strong, sustained growth, the selected candidate will provide advisory services in the field of financial risk management as part of a wide variety of projects with financial institutions, banks and pension funds.

What you will do

You will work closely with the Partner responsible for the risk management practice on large-scale projects and contribute to business development. The incumbent will:

• Lead daily work on assignments related to capital markets and market/investment risk management.
• Conduct quantitative work related to modeling and measuring market risk.
• Work on multiple assignments simultaneously, potentially involving several partners.
• Prepare detailed reports presenting the execution approach, observations, and recommendations.
• Coordinate the execution of various risk management projects to add value.
• Review analyses and deliverables produced by the execution team to ensure their quality.
• Prepare service proposals to meet the business needs of clients.
• Deliver presentations to potential clients and participate in conferences as part of business development.
• Complete work within potentially tight and challenging deadlines, which may lead to additional work.

What you bring to the role

• 5 to 10 years of relevant experience.
• Master’s degree or PhD in finance, financial engineering, statistics, econometrics, economics, or any related field.
• Professional designation is an asset (FRM, PRM, CFA, CAIA).
• Practical experience with projects related to the application of Basel III and Basel IV requirements.
• Practical experience with projects related to FRTB (Fundamental Review of the Trading Book).
• Experience and knowledge of derivatives, capital markets, market risk management, and associated controls for different asset classes.
• Knowledge and experience in methods and models for measuring market risk (VaR, stress testing, Greeks).
• Familiarity with trading room and middle office environments, as well as related processes, systems, risks, limits, and controls.
• Practical experience in the following areas is a plus:
  • Valuation of derivative products.
  • Ex-post analysis of risk quantification models (backtesting).
  • Capital impact analyses using standard and advanced methodologies.
  • Sensitivity calculations for financial derivative instruments (Greeks).
  • Calibration of risk factors and estimation of parameters for quantitative models.
• Proficiency in programming languages (Matlab, VBA, R, SAS). Other languages are a plus.
• Ability to adequately manage projects and budgets.
• Exceptional time management skills and ability to meet tight deadlines.
• Strong analytical and problem-solving skills.
• Initiative, ability to work independently with minimal supervision.
• Client-oriented to understand issues and propose value-added solutions.
• Ability to perform well under pressure.
• Commitment to achieving high standards of customer service and professionalism in project delivery.

Proficiency in English is required for this position. The successful candidate may be required to support or collaborate with English-speaking colleagues or stakeholders at KPMG Canada, located outside of Quebec. This necessitates the ability to communicate effectively orally and in writing in English.

Providing you with the support you need to be at your best

Our Values, The KPMG Way

Integrity, we do what is right | Excellence, we never stop learning and improving | Courage, we think and act boldly | Together, we respect each other and draw strength from our differences | For Better, we do what matters

KPMG in Canada is a proud equal opportunities employer and we are committed to creating a respectful, inclusive and barrier-free workplace that allows all of our people to reach their full potential. A diverse workforce is key to our success and we believe in bringing your whole self to work. We welcome all qualified candidates to apply and hope you will choose KPMG in Canada as your employer of choice.

Adjustments and accommodations throughout the recruitment process

At KPMG, we are committed to fostering an inclusive recruitment process where all candidates can be themselves and excel. We aim to provide a positive experience and are prepared to offer adjustments or accommodations to help you perform at your best. Adjustments (informal requests), such as extra preparation time or the option for micro breaks during interviews, and accommodations (formal requests), such as accessible communication supports or technology aids, are tailored to individual needs and role requirements. You will have an opportunity to request an adjustment or accommodation at any point throughout the recruitment process. If you require support, please contact KPMG’s Employee Relations Service team by calling 1-888-466-4778.