Manager, Modeling Risk

KPMG US; Harrisburg (Dauphin County); On-site; USD 100,000 - 120,000; Full time

Job summary

KPMG US is seeking a Manager, Modeling Risk to join its Consulting practice. This role involves reviewing regulatory capital regulations, conducting RWA modeling, and building stress testing processes. Ideal candidates will have a bachelor's degree in finance or accounting and a minimum of five years of relevant experience.

Benefits

Comprehensive benefits package

401(k) plans

Personal Time Off

Qualifications

• Minimum five years of experience with regulatory capital regulations.
• Experience leading multi-disciplinary teams.
• Highly proficient in written and verbal communication.

Responsibilities

• Review regulatory capital and reporting with capital planning.
• Conduct RWA modeling and calculations for market risk.
• Build capital stress testing processes.

Skills

Regulatory capital

Risk-Weighted Assets (RWA)

Communication skills

Education

Bachelor's degree in finance, accounting, or related field

Tools

Risk Metrics

Calypso

Moody's

Job description

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KPMG Advisory practice is currently our fastest growing practice. We are seeing tremendous client demand, and looking forward we do not 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 a Manager, Modeling Risk in Market, Credit, & Liquidity for our Consulting practice.

Responsibilities:

• Review regulatory capital/capital adequacy regulations and reporting with capital planning, Risk-Weighted Assets (RWA) attribution and product strategy
• Conduct RWA modeling and calculations for market risk, counterparty credit risk and credit valuation adjustment
• Build Capital stress testing processes, other stress testing process or regulatory reporting processes
• Assess banking regulatory requirements for regulatory capital and compliance issues (such as, FRTB, CCAR,ICAAP, PRA, Volker, Basel III)
• Develop management narratives for regulatory purposes including capital plan write up, support for model and assumption methodology and results
  
  

Qualifications:

• Minimum five years of recent experience with regulatory capital/ capital adequacy regulations and reporting with capital planning, RWA attribution and product strategy
• Bachelor's degree in finance,accounting, or a related field from an accredited college/university
• Experience with Risk Metrics, Calypso, Numerix, Moody's, QRM, Axiom reporting solutions would be plus
• Progressive experience leadingmulti-disciplinary teams and managing projects
• Highly proficient written and verbal communication skills
• Must be authorized to work in the U.S. without the need for employment-based visa sponsorship now or in the future. KPMG LLP will not sponsor applicants for U.S. work visa status for this opportunity (no sponsorship is available for H-1B, L-1, TN, O-1, E-3, H-1B1, F-1, J-1, OPT, CPT or any other employment-based visa)
  
  

KPMG complies with all local/state regulations regarding displaying salary ranges. If required, the ranges displayed below or via the URL below are specifically for those potential hires who will work in the location(s) listed. Any offered salary is determined based on relevant factors such as applicant's skills, job responsibilities, prior relevant experience, certain degrees and certifications and market considerations. In addition, the firm is proud to offer a comprehensive, competitive benefits package, with options designed to help you make the best decisions for yourself, your family, and your lifestyle. Available benefits are based on eligibility. Our Total Rewards package includes a variety of medical and dental plans, vision coverage, disability and life insurance, 401(k) plans, and a robust suite of personal well-being benefits to support your mental health. Depending on job classification, standard work hours, and years of service, KPMG provides Personal Time Off per fiscal year. Additionally, each year the firm publishes a calendar of holidays to be observed during the year and provides two firmwide breaks each year where employees will not be required to use Personal Time Off; one is at year end and the other is around the July 4th holiday. Additional details about our benefits can be found towards the bottom of our KPMG US Careers site at “Benefits & How We Work”.

Follow this link to obtain salary ranges by city outside of CA:

https://kpmg.com/us/en/how-we-work/pay-transparency.html/?id=M111_3_25

KPMG LLP (the U.S. member firm of KPMG International) offers a comprehensive compensation and benefits package. KPMG is an 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 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).

KPMG recruits on a rolling basis. Candidates are considered as they apply, until the opportunity is filled. Candidates are encouraged to apply expeditiously to any role(s) for which they are qualified that is also of interest to them.

Los Angeles County applicants: Material job duties for this position are listed above. Criminal history may have a direct, adverse, and negative relationship with some of the material job duties of this position. These include the duties and responsibilities listed above, as well as the abilities to adhere to company policies, exercise sound judgment, effectively manage stress and work safely and respectfully with others, exhibit trustworthiness, and safeguard business operations and company reputation. Pursuant to the California Fair Chance Act, Los Angeles County Fair Chance Ordinance for Employers, Fair Chance Initiative for Hiring Ordinance, and San Francisco Fair Chance Ordinance, we will consider for employment qualified applicants with arrest and conviction records.

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Full-time

Job function

• Job function

  General Business

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