NYC Staffing
KPMG LLP, Manager, Tax
Support quantitative financial risk management engagements related to foreign exchange, interest rate, credit, commodity risks, and related controls. Assist audit teams by pricing complex financial instruments and exotic derivatives including barrier options, constant maturity swaps, callable bonds, collateralized debt obligations, and Bermudan swaptions. Review, validate, and develop derivative pricing, Value-at-Risk, econometric, and dynamic financial analysis models. Demonstrate high level of understanding of capital markets processes, including trading, limits, risk management, credit, settlement, and operations. Serve as subject matter professional in a product area, quantitative risk management, or exotic derivative modeling. Pursue business development opportunities. Establish and maintain client relationships and professional networks. The salary range is $132,371 - $226,300 per year. 40 hours per week, M-F (9:00 a.m.-5:00 p.m.). Job Requirements
Must have a Master's degree or foreign equivalent in Finance, Statistics, Mathematics, Financial Engineering, Computational Finance, or a related field, and 2 years of related work experience; or a Bachelor's degree or foreign equivalent in Finance, Statistics, Mathematics, Financial Engineering, Computational Finance, or a related field, and 5 years of post-bachelor's, progressive related work experience. Of the required experience, must have 2 years of experience with the following: Quantitative financial analysis; Quantitative risk management, including derivatives and securities valuation and modeling; Principles of Stochastic calculus, including Ito's Lemma and Lvy processes; Statistical forecasting, including non-Gaussian distributions and statistical significance testing; Programming Monte Carlo simulations including C++ and Java; Basel III, Fundamental Review of the Trading Book (FRTB), or Liquidity Management; Capital Management, including CCAR or DFAST; and Model Risk Management, including OCC 2011-12 or Fed SR 11-7. Travel to various locations throughout the U.S. is required up to 80%. Telecommuting may be permitted within commutable distance from the office location, depending on business need. Employer will accept any suitable combination of education, training, or experience. Qualified applicants: Apply online at https://www.kpmguscareers.com/job-search and type requisition number 125623 in the keyword search box for Experienced Professionals. Should you have any difficulty in applying for this position through our website, please contact us-hrscatsadmin@kpmg.com for assistance in the application process. Must have legal right to work in U.S. if offered employment. Comprehensive compensation & benefits offered. KPMG is an EOE/disability/veteran and maintains a drug-free workplace.
Support quantitative financial risk management engagements related to foreign exchange, interest rate, credit, commodity risks, and related controls. Assist audit teams by pricing complex financial instruments and exotic derivatives including barrier options, constant maturity swaps, callable bonds, collateralized debt obligations, and Bermudan swaptions. Review, validate, and develop derivative pricing, Value-at-Risk, econometric, and dynamic financial analysis models. Demonstrate high level of understanding of capital markets processes, including trading, limits, risk management, credit, settlement, and operations. Serve as subject matter professional in a product area, quantitative risk management, or exotic derivative modeling. Pursue business development opportunities. Establish and maintain client relationships and professional networks. The salary range is $132,371 - $226,300 per year. 40 hours per week, M-F (9:00 a.m.-5:00 p.m.). Job Requirements
Must have a Master's degree or foreign equivalent in Finance, Statistics, Mathematics, Financial Engineering, Computational Finance, or a related field, and 2 years of related work experience; or a Bachelor's degree or foreign equivalent in Finance, Statistics, Mathematics, Financial Engineering, Computational Finance, or a related field, and 5 years of post-bachelor's, progressive related work experience. Of the required experience, must have 2 years of experience with the following: Quantitative financial analysis; Quantitative risk management, including derivatives and securities valuation and modeling; Principles of Stochastic calculus, including Ito's Lemma and Lvy processes; Statistical forecasting, including non-Gaussian distributions and statistical significance testing; Programming Monte Carlo simulations including C++ and Java; Basel III, Fundamental Review of the Trading Book (FRTB), or Liquidity Management; Capital Management, including CCAR or DFAST; and Model Risk Management, including OCC 2011-12 or Fed SR 11-7. Travel to various locations throughout the U.S. is required up to 80%. Telecommuting may be permitted within commutable distance from the office location, depending on business need. Employer will accept any suitable combination of education, training, or experience. Qualified applicants: Apply online at https://www.kpmguscareers.com/job-search and type requisition number 125623 in the keyword search box for Experienced Professionals. Should you have any difficulty in applying for this position through our website, please contact us-hrscatsadmin@kpmg.com for assistance in the application process. Must have legal right to work in U.S. if offered employment. Comprehensive compensation & benefits offered. KPMG is an EOE/disability/veteran and maintains a drug-free workplace.