Senior Manager, Financial Risk Management

KPMG LLP Canada; Montreal; On-site; CAD 80,000 - 140,000; Full time

Job summary

An established industry player is seeking a Senior Manager in financial risk management to lead projects in capital markets and investment risk. This role involves conducting quantitative analyses, managing multiple assignments, and delivering high-quality reports and presentations to clients. The ideal candidate will possess extensive experience in market risk management, strong analytical skills, and proficiency in programming languages. Join a dynamic team that values integrity, excellence, and collaboration, while contributing to impactful projects that shape the financial landscape. This is a fantastic opportunity to advance your career in a supportive and inclusive environment.

Qualifications

• 5-10 years of experience in financial risk management and capital markets.
• Master’s or PhD in finance, financial engineering, or related fields.

Responsibilities

• Lead assignments on capital markets and market risk management.
• Prepare detailed reports and deliver presentations to clients.

Skills

Quantitative Analysis

Market Risk Management

Project Management

Programming (Matlab, VBA, R, SAS)

Analytical Skills

Communication Skills

Problem-Solving Skills

Client-Oriented Solutions

Education

Master’s degree in Finance or related field

PhD in Finance or related field

Tools

Basel III and IV Requirements

FRTB (Fundamental Review of the Trading Book)

Derivatives Knowledge

Job description

Overview

KPMG Financial Risk Management Services is currently seeking a 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

Responsibilities

• 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

Skills

• 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.
• Excellent oral and written communication skills.
• 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.

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 the opportunity to request an adjustment or accommodation at any point throughout the recruitment process.