Senior Adviser - Quantitative Developer

Find your purpose at KPMG Luxembourg

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Right now, we have more than 1800 employees from over 70 nationalities. Join our growing group of young and youthful innovators to uncover a world of opportunity together.

We are seeking an Adviser / Senior Adviser in our Risk Services department

Our Risk Advisory team offers technology solutions for Financial Risk Management and Regulatory reporting topics for investment funds, asset managers and banks. In reason of the ongoing expansion of our service offering, we are currently looking for outstanding individuals to join our team and contribute to the development of financial risk management monitoring (investment risk, credit risk, liquidity risk) and other reporting services.

A career in KPMG's Risk Services provides you with hands-on opportunities to learn how to develop and implement technology solutions to increase the value for our clients. You will be part of larger team, helping our clients in the analysis and implementation of quantitative risk management and reporting solutions in line with best practices and regulations.

This is an ideal opportunity to develop a solid knowledge in the financial risk management and investment fields. The position will give you excellent exposure to a range of assignments in a very dynamic environment, where proactivity and determination are valued skills.

What you will be working on

• Designing, implementing, and validating quantitative models for risk assessment, including Value at Risk (VaR), credit risk, market risk, liquidity risk models and stress testing.
• Utilizing advanced statistical and mathematical techniques to analyze and interpret large datasets, identifying key risk factors and trends relevant to asset management.
• Conducting rigorous testing and validation of quantitative models to ensure accuracy, reliability, and regulatory compliance.
• Keeping up-to-date of industry best practices, regulatory developments, and emerging technologies in risk management and quantitative finance, and applying them to drive continuous improvement and innovation within the department.
• Collaborating with cross-functional teams to enhance and optimize our risk system infrastructure, ensuring scalability, reliability, and performance.
• You will be a key contact to various product owners providing technical expertise and support
• You will ensure the delivery of high-quality risk reporting and advisory deliverables

What we look for

• You hold a master’s degree in Mathematics, Physics, Engineering, Quantitative Finance, applied Computer Science or similar
• You are passioned and you have a good understanding of software development, programming languages and computing environments (e.g. MATLAB, Python, Apache Spark, Java etc.)
• You are interested in risk topics (e.g. Value at Risk, Sensitivity measures) and you developed a solid understanding of the main financial instruments (including derivative products)
• You have a strong mathematical and quantitative background, and you are rigorous, quality driven, result-oriented with excellent analytical skills and problem-solving abilities
• You have 0 - 3 year(s) working experience in a similar role
• Excellent communication skills and fluent in English. German and/or French will be considered as an advantage
• Capable of working collaboratively within a larger team and cross-functional teams

What you will get

KPMG is where you will find the right opportunities to advance your career and the widest available range of possibilities so you can grow professionally. Make a real impact, join a diverse team of leading experts, work with global clients, and discover technological solutions.

By submitting your resume and application information, you authorize KPMG to transmit and store your information in the KPMG recruitment database, and to circulate that information as necessary for the purpose of evaluating your qualifications for this or other job vacancies.

KPMG is an equal opportunities employer. We believe passionately that employing a diverse workforce is central to our success. Our recruiting decisions are based on your experience and skills.