Senior Consultant – IRRBB, CSRBB & Liquidity Risk| Milan

The chance to build a better future is right in front of you
Do Work That Matters - Your role and responsibilities
Do you want to pursue a profession that is truly meaningful and impactful? At KPMG, you will have the opportunity to help clients, the company and colleagues address and solve the most current and complex challenges. KPMG Advisory offers consulting services to companies to assist them in business model transformation, process improvement and digitisation, risk analysis and management, and support in extraordinary finance transactions. When you join the Financial Risk team in Milan , you are going to work on IRRBB, CSRBB & Liquidity Risk projects for top-tier clients in the Financial Services sector.
Specifically, you will be tasked with:
- identification, measurement and monitoring of liquidity risk, interest rate risk of banking book and credit spread risk ok banking book;
- development and validation of behavioral models (Non-Maturity Deposits NMD, prepayments, line draws, etc.);




- modeling of banking products for EVE and NII estimation;
- calculation and analysis of key liquidity short-term (e.g., LCR) and medium/long-term (e.g., NSFR) indicators;
- application/calibration of stress scenarios for interest rate, credit spread and liquidity risk also from a climate & environmental risk perspective.

Skills
Come As You Are - Your skills and characteristics
This is the perfect opportunity for you if:
- you have at least 2 years of experience in the Risk Management function of banks, credit institutions or in leading consulting firms on Liquidity Risk and/or IRRBB / CSRBB & ALM projects;
- you possess a bachelor’s degree in business or science;
- possess excellent knowledge of the English language, preferably backed up by experience abroad;
- possess excellent knowledge of the office package; knowledge of programming languages such as XGBoost, Python, R, Matlab, Stata for database analysis will be

📌 Senior - IRRBB, CSRBB & Liquidity | MI (Italia)
🏢 Kpmg Italy
📍 Italia