Job Description

Business Title :

Director, Modeling Risk Requisition Number : 119818 - 11 Function : Advisory

Area of Interest :

State : CA

City :

San Francisco

Description :

The KPMG Advisory practice is currently our fastest growing practice. We are experiencing tremendous client demand and anticipate continued growth. In this dynamic market environment, our professionals must be adaptable and thrive in a collaborative, team-driven culture. At KPMG, our people are our top priority. We offer extensive learning and career development opportunities, a world-class training facility, and leading market tools to support professional and personal growth. If you're seeking a firm with a strong team connection where you can be your whole self, make an impact, enhance your skills, deepen your experiences, and enjoy flexibility and continuous learning opportunities, consider a career in Advisory.

KPMG is seeking a Director, 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. Develop capital stress testing processes and other regulatory reporting procedures.
4. Assess banking regulatory requirements for capital and compliance issues (such as FRTB, CCAR, ICAAP, PRA, Volker, Basel III).
5. Prepare management narratives for regulatory purposes, including capital plans, model and assumption methodologies, and results.

Qualifications :

• Minimum of eight years of recent experience with regulatory capital / capital adequacy regulations and reporting, including capital planning, RWA attribution, and product strategy.
• Bachelor's degree in finance, accounting, or a related field from an accredited institution.
• Experience with Risk Metrics, Calypso, Numerix, Moody’s, QRM, Axiom reporting solutions is a plus.
• Progressive leadership experience managing multi-disciplinary teams and projects.
• Excellent 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 work visas for this opportunity.

KPMG complies with all local and state regulations regarding salary disclosure. Our comprehensive benefits package includes medical, dental, vision, disability, life insurance, 401(k), and personal well-being benefits. We observe holidays and provide firmwide breaks, with details available on our Careers site. For more information on benefits, visit “Benefits & How We Work” on the KPMG US Careers website.

We are an equal opportunity employer and comply with all applicable laws. No phone calls or agencies please. Currently, vaccination or COVID-19 testing requirements are not mandated by KPMG, except where required by law or client policies. We recruit on a rolling basis; candidates are encouraged to apply promptly. For Los Angeles County applicants, considerations regarding criminal history are in accordance with local laws and ordinances.

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