Mathematical / Quantitative Finance - Intern
KPMG is a global network of professional services firms. Across 147 countries, 219,000 KPMG people provide Audit, Tax and Advisory services to a huge range of clients, from leading brands to public bodies, global multi-nationals and local businesses.
What we do:
Financial Risk Management Group is providing consulting services in the areas of financial risk modelling, development of risk-management systems and strategies as well as valuation of financial instruments for our clients, mainly, in financial sector.
- Master degree in Quantitative Finance, Data Science Economic cybernetics, Econometrics, Mathematics, Physics;
- Knowledge of financial products and risk-management techniques (credit scoring, value at risk etc);
- Strong analytical skills and ability to structure problems;
- Intermediate English, fluent Ukrainian and Russian;
- Strong communication and social skills;
- High motivation, creativity and team player
- Advanced processing data in MS Excel is a must
- Programming skills (SQL, R, Python) are a plus
- Experience in Risk-management / Finance in banks / fintech / insurance companies / consulting or software vendor focused on financial industry will be a significant advantage
Tasks within FRM (examples):
- Modelling in MS Excel / R / Python of PD, LGD models, stress-testing; market risks measurement models
- Model Validation
- Development of credit scoring/rating models
- Development of quantitative financial risk measurement methodologies;
- Validation of client's financial instrument pricing methodologies;
- Valuation of complex financial instruments held by clients
What we offer:
- Entry level position in Financial Risk Management team, part of KPMG's Advisory practice;
- Member of FRM project teams at the client;
- Support the project leaders in the operative project work (e.g., running analysis on data, assessment and development of quantitative financial risk assessment methodologies; writing of single slides, interview with member of clients' project team, documentation);
Internship lasts for 3 months. Interns that receive favorable reviews on completion of their internship are offered Consultant positions in Financial Risk Management Group.
For further information, and to apply, please visit our website via the “Apply” button below.