The KPMG Advisory practice is currently our fastest growing practice. With a wealth of learning and career development opportunities, a world-class training facility and leading market tools, we make sure our people continue to grow both professionally and personally. KPMG is currently seeking a Director, Modeling Risk in Market, Credit, & Liquidity for our Consulting practice.Responsibilities:Review regulatory capital/ capital adequacy regulations and reporting with capital planning, Risk-Weighted Assets (RWA) attribution and product strategyConduct RWA modeling and calculations for market risk, counterparty credit risk and credit valuation adjustmentBuild Capital stress testing processes, other stress testing process or regulatory reporting processesAssess banking regulatory requirements for regulatory capital and compliance issues (such as, FRTB, CCAR, ICAAP, PRA, Volker, Basel III)Develop management narratives for regulatory purposes including capital plan write up, support for model and assumption methodology and resultsQualifications:Minimum eight years of recent experience with regulatory capital/ capital adequacy regulations and reporting with capital planning, RWA attribution and product strategyBachelor's degree in finance, accounting, or a related field from an accredited college/universityExperience with Risk Metrics, Calypso, Numerix, Moody's, QRM, Axiom reporting solutions would be plusProgressive experience leading multi-disciplinary teams and managing projectsHighly proficient written and verbal communication skillsMust be authorized to work in the U.S. work visa status for this opportunity (no sponsorship is available for H-1B, L-1, TN, O-1, E-3, H-1B1, F-1, J-1, OPT, CPT or any other employment-based visa)KPMG complies with all local/state regulations regarding displaying salary ranges. In addition, the firm is proud to offer a comprehensive, competitive benefits package, with options designed to help you make the best decisions for yourself, your family, and your lifestyle. Our Total Rewards package includes a variety of medical and dental plans, vision coverage, disability and life insurance, 401(k) plans, and a robust suite of personal well-being benefits to support your mental health. Additionally, each year the firm publishes a calendar of holidays to be observed during the year and provides two firmwide breaks each year where employees will not be required to use Personal Time Off; one is at year end and the other is around the July 4th holiday. Follow this link to obtain salary ranges by city outside of CA: KPMG LLP (the U.S. member firm of KPMG International) offers a comprehensive compensation and benefits package. KPMG complies with all applicable federal, state and local laws regarding recruitment and hiring. All qualified applicants are considered for employment without regard to race, color, religion, age, sex, sexual orientation, gender identity, national origin, citizenship status, disability, protected veteran status, or any other category protected by applicable federal, state or local laws. The attached link contains further information regarding the firm's compliance with federal, state and local recruitment and hiring laws. No phone calls or agencies please. KPMG does not currently require partners or employees to be fully vaccinated or test negative for COVID-19 in order to go to KPMG offices, client sites or KPMG events, except when mandated by federal, state or local law. Material job duties for this position are listed above. Criminal history may have a direct, adverse, and negative relationship with some of the material job duties of this position. These include the duties and responsibilities listed above, as well as the abilities to adhere to company policies, exercise sound judgment, effectively manage stress and work safely and respectfully with others, exhibit trustworthiness, and safeguard business operations and company reputation.
