Intern, Mathematics Modeling
KPMG is a global network of professional firms providing Audit, Tax and Advisory services. We operate in 145 countries and territories and have more than 236,000 people working in member firms KPMG International Limited around the world.
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.
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
- 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
What we offer:
- Clear career path
- Ongoing training and development
- Competitive salary and bonuses
- Health and life insurance
- Tasks that have an impact on the firm’s future
- Global opportunities
- Participation in CSR projects
- Hybrid working (in-office and remote work) with a flexible schedule
- Modern office in the city centre
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.