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KPMG Luxembourg

Junior Quantitative Developer - Risk and Investment Services (m/f/d)

KPMG Luxembourg
Luxembourg · Full-time · Entry

Job description: Job Description

We are seeking an 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 and Investment 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
  • Innovative model development: design and implement advanced quantitative models for risk assessment, including Value at Risk (VaR), credit risk, market risk, liquidity risk models and stress testing.
  • Data-driven analysis: utilize advanced statistical and mathematical techniques to analyze and interpret large datasets, identifying key risk factors and trends relevant to asset management.
  • Model validation: conduct through testing and validation of quantitative models to ensure accuracy, reliability, and compliance with regulatory standards.
  • Stay informed of industry best practices, regulatory developments, and emerging to drive continuous improvement and innovation within the department.
  • Collaborate with cross-functional teams to enhance and optimize our risk system infrastructure, ensuring scalability, reliability, and performance.
  • Technical Leadership: Act as a key contact for product owners, providing technical expertise and support.
  • High-quality deliverables: Ensure the delivery of accurate and insightful risk reporting and advisory outputs.
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.
  • Excellent communication skills and fluent in English. German and/or French will be considered as an advantage.
  • Some experience in  similar role would be an advantage, but not required. 
  • Capable of working collaboratively within a larger team and cross-functional teams.
What will you get

Key Skills

Ranked by relevance

technical expertise python apache matlab spark java
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Posted
Apr 18, 2025
Type
Full-time
Level
Entry
Location
Luxembourg

Industries

Financial Services

Categories

Consulting

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