(Senior) Consultant - FS Consulting - Quantitative Risk & AI

Your contribution to KPMG

• Develop, validate and enhance quantitative models for financial risk management, including market, credit, liquidity and other banking risk topics.
• Analyse large and complex datasets, perform statistical testing and translate results into clear and actionable insights for clients.
• Build robust and well-documented analytical solutions using Python and relevant quantitative libraries.
• Apply machine learning, generative AI and automation techniques to improve modelling, validation, reporting and risk management processes.
• Support client engagements from analysis and solution design through implementation, testing and documentation.
• Prepare high-quality presentations and communicate technical findings clearly to both specialist and non-specialist stakeholders.
• Contribute to internal quantitative and AI capabilities, reusable tools, proofs of concept and market initiatives.
• Stay informed about regulatory developments, modelling practices and emerging AI technologies relevant to financial institutions.

This is what makes you successful

• Master's degree in quantitative discipline such as mathematics, statistics, physics, quantitative finance, data science, computer science or engineering.
• 0-2 years of relevant experience in quantitative modelling, model validation, risk analytics, data science or related consulting; strong graduates may also be considered.
• Good understanding of machine learning and AI concepts; hands-on experience with Generative AI, large language models or AI-enabled automation is an advantage.
• Interest in financial services and risk management; knowledge of market, credit, liquidity or model risk is an advantage.
• Structured problem-solving skills, attention to detail and the ability to explain quantitative topics clearly.
• Fluent English and German, and French is beneficial.

Pascal Scacchi
Experienced Hire Recruiter

Discover KPMG – Become part of our team
With 300 different auditing and advisory service opportunities, our people can choose the career path that suits them best. Through our competencies in business transformation as well as ESG consulting, we support our clients in today's biggest challenges. We are a purpose-led and values driven company where your insight can create opportunities for you and contribute to a better future. Do work that matters, supported by a community that values difference and cares about you. Gain learning that'll last you a lifetime and be recognized for the impact you make. Find opportunity everywhere with KPMG.