(Senior) Consultant - FS Consulting - Quantitative Risk & AI

KPMG AG; Zürich; Hybrid; CHF 90,000 - 130,000; Full time

Benefits offered by this job

Hybrid working

Training programs

Mentoring

Flexible working

Lunch allowance

Parental leave

Job summary

KPMG AG in Zurich is seeking a candidate to develop and validate quantitative models for financial risk, leveraging Python and AI techniques. You will analyze large datasets, perform statistical tests and translate results into clear, actionable insights for clients.

The role offers hybrid work, 80-100% workload, and start by agreement. A Master’s in a quantitative field and 0–2 years of experience are ideal; fluency in English and German is required, French is a plus.

Qualifications

• Master's degree in a quantitative discipline (math, statistics, physics, data science, engineering).
• 0-2 years of relevant experience in quantitative modelling, risk analytics or data science; strong graduates may be considered.
• Fluent English and German; French is beneficial.
• Structured problem-solving, attention to detail, ability to explain quantitative topics clearly.

Responsibilities

• Develop, validate and enhance quantitative models for financial risk management (market, credit, liquidity).
• Analyse large datasets, perform statistical testing, translate results into actionable client insights.
• Build robust analytical solutions using Python and quantitative libraries.
• Apply machine learning, generative AI and automation to improve modelling, validation and reporting.
• Support client engagements from analysis through implementation and documentation.
• Prepare high-quality presentations and communicate findings to stakeholders.
• Contribute to internal quantitative and AI capabilities, reusable tools and market initiatives.
• Stay informed about regulatory developments and AI technologies relevant to financial institutions.

Skills

Quantitative modelling

Data analysis

Python

Machine learning

Generative AI

English

German

Communication

Education

Master's degree in quantitative discipline

Tools

Python

Job description

Location:

Zurich

Workload:

80-100%

Start Date:

By agreement

Your contribution to KPMG

• Develop, validate and enhance quantitative models for financial risk management, including market, credit, liquidity and other banking risk topics.


• Analyse large and complex datasets, perform statistical testing and translate results into clear and actionable insights for clients.


• Build robust and well-documented analytical solutions using Python and relevant quantitative libraries.


• Apply machine learning, generative AI and automation techniques to improve modelling, validation, reporting and risk management processes.


• Support client engagements from analysis and solution design through implementation, testing and documentation.


• Prepare high-quality presentations and communicate technical findings clearly to both specialist and non-specialist stakeholders.


• Contribute to internal quantitative and AI capabilities, reusable tools, proofs of concept and market initiatives.


• Stay informed about regulatory developments, modelling practices and emerging AI technologies relevant to financial institutions.

This is what makes you successful

• Master's degree in quantitative discipline such as mathematics, statistics, physics, quantitative finance, data science, computer science or engineering.


• 0-2 years of relevant experience in quantitative modelling, model validation, risk analytics, data science or related consulting; strong graduates may also be considered.


• Good understanding of machine learning and AI concepts; hands-on experience with Generative AI, large language models or AI-enabled automation is an advantage.


• Interest in financial services and risk management; knowledge of market, credit, liquidity or model risk is an advantage.


• Structured problem-solving skills, attention to detail and the ability to explain quantitative topics clearly.


• Fluent English and German, and French is beneficial.

Your benefits

Unlock Your Potential

We offer personalized training programs, a wide range of courses, and tailored career paths to help you fully realize your potential. Our offerings include specialized courses, mentoring programs, continuing education, the People Manager Academy, and much more. We encourage you to develop future-ready skills through digital learning, external programs, and support for professional qualifications. Surrounded by motivated and open-minded experts, you can exchange ideas, challenge perspectives, and help shape the future.

Mentoring and Networking

At KPMG, we support your professional and personal development through personalized mentoring programs and a collaborative culture. From programs such as WoMentoring for early-career professionals to networking opportunities and social events, you will build meaningful relationships with colleagues and clients. We value diverse perspectives and believe they are key to innovation and professional growth.

Flexible Working

With us, you'll find the support and flexibility you need to balance your career and private life. You can benefit from hybrid working models, flexible working hours, the option to work from abroad (up to 10 working days per calendar year), and generous parental leave. You also have the option to purchase additional vacation days.

Additional Benefits

Successful employees need top-tier IT infrastructure and excellent mobility-not only at work but also in their private lives. KPMG covers your mobile phone bill, provides financial support for your mobile device and offers an SBB Half-Fare Travelcard. Parking spaces are also available at fair prices. Our lunch allowance supports your daily meals, and you benefit from additional discounts across various areas.

Generous Parental Leave

We offer generous parental leave: 18 weeks of maternity leave and 4 weeks of paternity leave, which can be taken within the first year after the birth or adoption of your child. Fathers may also apply for up to two additional months of unpaid leave. To further support families, we offer places in holiday camps for children aged 6 to 15 during school holidays in cooperation with MS Sports. Additional support services are available through our Parents Circle.

Inspired by Innovation

At KPMG, you'll work with highly qualified, ambitious experts. In our inspiring environment, clear thinking and strong perspectives matter more than hierarchies-because good ideas always come first. We support you with cutting-edge tools and state-of-the-art AI technologies, enabling you to actively participate in and shape technological progress in your daily work.

An inclusive culture

Our commitment to Diversity, Equity & Inclusion is reflected in our policies and practices. Become part of a culture that celebrates individuality. In our various communities (KNOW, KNOW Young, Pride, and Internationals at KPMG), you can connect with like-minded colleagues.

Discover KPMG – Become part of our team

With 300 different auditing and advisory service opportunities, our people can choose the career path that suits them best. Through our competencies in business transformation as well as ESG consulting, we support our clients in today's biggest challenges. We are a purpose-led and values driven company where your insight can create opportunities for you and contribute to a better future. Do work that matters, supported by a community that values difference and cares about you. Gain learning that'll last you a lifetime and be recognized for the impact you make. Find opportunity everywhere with KPMG.

Questions? We're here for you

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https://www.linkedin.com/in/pascal-scacchi-2a899b54/