Manager, Modeling Risk

KPMG US; Pittsburgh (Allegheny County); On-site; USD 100,000 - 150,000; Full time

Job summary

KPMG US is seeking a Manager in Modeling Risk to join their Advisory practice. This role involves reviewing regulatory capital, conducting risk modeling, and developing management narratives for compliance. The ideal candidate will have a strong background in regulatory capital and excellent communication skills, with opportunities for professional growth in a collaborative environment.

Benefits

Comprehensive benefits package

401(k) plan

Medical, dental, and vision insurance

Life insurance

Disability insurance

Well-being benefits

Qualifications

• Minimum five years of recent experience with regulatory capital and product strategy.
• Progressive experience leading multidisciplinary teams.
• Excellent written and verbal communication skills.

Responsibilities

• Review regulatory capital and reporting, including capital planning.
• Conduct RWA modeling and calculations for market risk.
• Develop management narratives for regulatory purposes.

Skills

Regulatory capital

Risk modeling

Communication

Education

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

Tools

Risk Metrics

Calypso

Numerix

Moody's

QRM

Axiom reporting solutions

Job description

Join to apply for the Manager, Modeling Risk role at KPMG US.

KPMG Advisory practice is currently our fastest growing practice, experiencing tremendous client demand. We foster a collaborative, team-driven culture where professionals must be adaptable. We prioritize our people’s growth through extensive learning opportunities, world-class training, and market-leading tools. If you seek a firm that values authenticity, impact, skill development, and flexibility, consider a career in Advisory.

KPMG is seeking a Manager, Modeling Risk in Market, Credit, & Liquidity for our Consulting practice.

Responsibilities:

1. Review regulatory capital/capital adequacy regulations and reporting, including capital planning, RWA attribution, and product strategy.
2. Conduct RWA modeling and calculations for market risk, counterparty credit risk, and credit valuation adjustment.
3. Build capital stress testing processes and support regulatory reporting processes.
4. Assess banking regulatory requirements for capital and compliance issues (e.g., FRTB, CCAR, ICAAP, PRA, Basel III).
5. Develop management narratives for regulatory purposes, including capital plan write-ups and model methodology support.

Qualifications:

1. Minimum five years of recent experience with regulatory capital, capital planning, RWA attribution, and product strategy.
2. Bachelor's degree in finance, accounting, or a related field from an accredited university.
3. Experience with Risk Metrics, Calypso, Numerix, Moody's, QRM, Axiom reporting solutions is a plus.
4. Progressive experience leading multidisciplinary teams and managing projects.
5. Excellent written and verbal communication skills.
6. Authorization to work in the U.S. without sponsorship now or in the future; no visa sponsorship available.

KPMG offers a comprehensive benefits package, including medical, dental, vision, disability, life insurance, 401(k), and well-being benefits. Salary ranges are location-dependent and detailed on the company's website. We are an equal opportunity employer committed to diversity and inclusion. No phone inquiries or agencies, please.