KPMG Manager, Advisory – Risk Analytics (Multiple Positions) in New York, New York

Manager, Advisory – Risk Analytics (Multiple Positions)

New York, New York

Requisition #: 36625

Practice Area: Advisory

Location: New York, NY

Manager, Advisory – Risk Analytics (Multiple Positions) (New York, New York)

Develop financial cash flow models, including commercial mortgage backed securities, asset-backed securities, collateralized debt obligation, and collateralized loan obligations on Wall Street Analytics. Develop and model complex financial structures such as reverse engineering of cash flow waterfall. Perform calculation of default and recovery assumptions. Perform analysis of interest rate hedges. Work on financial risk management advisory and audit engagements related to financial instrument valuations and cash flow analysis of fixed income, structured products, technical accounting applications, and whole loan portfolios. Analyze and assess risk management activities related to investment portfolios, liquidity sources, accounting changes, and new regulations related to Dodd Frank and Regulation AB. Perform compliance testing related to various client financing agreements with investment banks, issuers, regulators, government agencies, and investors. Demonstrate in-depth technical knowledge. Pursue business opportunities. Establish and maintain relationships and professional networks.

WORK SCHEDULE: 40 hours per week, M-F (9:00 a.m. – 5:00 p.m.)


Must have a Master's degree or foreign equivalent in Finance, Financial Engineering, Mathematics, Risk Management, Economics, Statistics, or a related field, plus 2 years of related work experience; OR a Bachelor's degree or foreign equivalent in Finance, Financial Engineering, Mathematics, Risk Management, Economics, Statistics, or a related field, plus 5 years of post-bachelor's, progressive related work experience. Of the required experience, must have 2 years of experience with the following: Developing pricing models for equity, interest rates, mortgage, and credit products; Algorithmic/electronic trading strategies and systematic market making; Developing statistical tools, predictive risk models (Generalized Negative Binomial, Poisson and Gamma Regression models), time series (ARCH / GARCH), and Bayesian theorems; Analyzing collateralized debt obligation types, including residential and commercial mortgage backed securities, bank loans, and asset backed securities on Wall Street Analytics; Programming languages, including R, Matlab, LaTeX, Tableau, and SQL; Excel, VBA, and Bloomberg modeling; Financial products and structured credit, discounted cash flow valuations, and credit and interest rate risk hedging; and Performing valuations of financial instruments. Travel up to 80% required. Employer will accept any suitable combination of education, training, or experience.

QUALIFIED APPLICANTS:Apply online atand type requisition number 36625 in the keyword search box. Should you have any difficulty in applying for this position through our website, please contact:us-hrscatsadmin@kpmg.comfor assistance in the application process.

If offered employment, must have legal right to work in the U.S. EOE.

KPMG offers a comprehensive compensation and benefits package.

No phone calls or agencies please.

KPMG, an equal opportunity employer/disability/veteran. KPMG maintains a drug-free workplace.

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Our Benefits


KPMG offers a range of medical insurance options to meet your needs as well as prescription drug coverage, health care flexible spending accounts, and dependent day care flexible spending accounts.

Personal Time Off (PTO)

Up to 30 PTO Days per year (depending on job classification/level/years of service).


  • 401(k) and Pension Plans

  • Dependent Care Flexible Spending Account

  • Health Care Flexible Spending Account

  • Mortgage Assistance Program

  • HomeBenefits@Work Program

  • Hyatt Legal Plan

  • Benefits vary by employment status.