Consultant / Senior Consultant, Financial Product Valuation and Financial Risk Management
Montreal, Quebec, Canada
6d ago


At KPMG, you'll join a team of diverse and dedicated problem solvers, connected by a common cause : turning insight into opportunity for clients and communities around the world.

The opportunity :

In a context of sustained growth, the Financial Risk Management group within the Advisory practice is seeking a consultant / senior consultant specialized in the valuation of financial instruments for its Montreal office.

The successful candidate will provide services in the field of valuation of over-the -counter (OTC) financial instruments and derivatives in support to the local audit teams for a diverse client base covering financial institutions and large corporations.

The candidate will work closely with the practice management and the audit teams.

What you will do

  • Execute valuation engagements related to financial instruments and derivative contracts
  • Perform quantitative work related to modeling or model validation.
  • Ensure the execution of several engagements simultaneously.
  • Produce detailed reports presenting the valuation opinion documenting the underlying approach, assumptions, and market data
  • Document the work according to the documentation templates required by the audit teams
  • Communicate the results to different stakeholders in a concise and clear way
  • Work to deadlines that may be very tight and hard to meet, possibly leading to extended hours.
  • What you bring to the role

  • Bilingual French and English (written and verbal)
  • 0 to 3 years of relevant experience
  • Master's degree in finance or financial engineering, or any other related discipline
  • Experience and knowledge :
  • Understanding of financial markets and derivatives valuation
  • Understanding of practical issues related to the development of valuation methods for standard or exotic derivatives with complex cash flow structures
  • Calculation of sensitivities (Greeks)
  • Understanding of the accounting aspects related to derivatives and financial instruments, including hedge accounting
  • Proficiency in programming (Matlab, VBA, R or SAS)
  • Other experience and knowledge considered an asset :
  • Market risk management (VaR) or counterparty risk management (XVA)
  • Understanding of the Front, Middle and Back office environment, including processes, systems, risks, limits, and controls
  • Breakdown and attribution of P&L
  • Skills required for the position;
  • Demonstrate technical, analytical and problem-solving capabilities
  • Excellent spoken and written communication skills
  • Excellent ability to manage timelines and meet tight deadlines
  • Ability to perform under pressure
  • Demonstrate initiative and autonomy
  • Keys to your success :

    KPMG individuals Deliver Impact Seek Growth Inspire Trust and understand that a diverse workforce enables us to deepen relationships and strengthen our business.

    Providing you with the support you need to be at your best

    For more information about KPMG in Canada's Benefits and well-being, click here.

    Our Values, The KPMG Way

    Integrity , we do what is right Excellence , we never stop learning and improving Courage , we think and act boldly Together , we respect each other and draw strength from our differences For Better , we do what matters

    KPMG in Canada is a proud equal opportunities employer and we are committed to creating a respectful, inclusive and barrier-free workplace that allows all of our people to reach their full potential.

    A diverse workforce is key to our success and we believe in bringing your whole self to work. We welcome all qualified candidates to apply and hope you will choose KPMG in Canada as your employer of choice.

    For more information about Inclusion, Diversity & Equity in Recruitment, please click here.

    For general recruitment-related inquiries, please contact the HR Delivery Centre at .

    If you have a question about accessible employment at KPMG, or to begin a confidential conversation about your individual accessibility or accommodation needs through the recruitment process, we encourage you to contact us at or phone : 416-777-8002 or toll free 1-888-466-4778.

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