Associate/Senior Associate, Modeling & Valuation

Employer
KPMG
Location
Washington, DC
Posted
Nov 29, 2021
Closes
Dec 01, 2021
Ref
231048890
Function
Accountant, IT
Hours
Full Time
The KPMG Advisory practice is currently our fastest growing practice. We are seeing tremendous client demand, and looking forward we don't anticipate that slowing down. In this ever-changing market environment, our professionals must be adaptable and thrive in a collaborative, team-driven culture. At KPMG, our people are our number one priority. With a wealth of learning and career development opportunities, a world-class training facility and leading market tools, we make sure our people continue to grow both professionally and personally. If you're looking for a firm with a strong team connection where you can be your whole self, have an impact, advance your skills, deepen your experiences, and have the flexibility and access to constantly find new areas of inspiration and expand your capabilities, then consider a career in Advisory. KPMG is currently seeking an Associate/Senior Associate to join our Deal Advisory practice. Responsibilities: Work on engagements related to Mortgages, Mortgage Servicing Rights, MBS/ABS and Mortgage Derivatives Valuations Assist clients to optimize regulatory demands with strategic planning, budgeting and forecasting processes in a volatile business, economic and compliance environment Provide support validation and/or audit of financial models used to assess risk; develop and enhance key stress testing models and DCF models including but not limited to credit loss forecasting, operational loss forecasting and PPNR forecasting (Balance Sheet and Income Statement) Leverage technologies, analytics and data sources to solve a myriad of capital management business issues Additional Responsibilities for Senior Associate: Supervise associates and related staff on engagements Serve as a liaison between clients and upper management Identify and communicate technical matters to both clients and upper management Qualifications: Minimum one year of recent relevant work experience in mortgage banking operations and economics Bachelor's degree in finance, accounting, management information systems or a quantitative discipline or related field from an accredited college/university is required and a master? degree is preferred; CFA, CPA, FRM certifications is a plus Strong understanding of fixed income mathematics and concepts like prepayments, credit losses, ROI/discount rates, sensitivity analysis, effective duration, convexity, key rate durations and Option-Adjusted Spread valuation methods; fundamental understanding of US Agency and Private Label Mortgage Capital Markets, as well as Loan Production and Loan Servicing Operations High competency level with programming software such as Python, R, SAS, VBA and SQL (ability to write and interpret SQL queries); familiarity with data visualization tools such as Qlikview, Tableau as well as web application front end (HTML, CSS, JavaScript) and back end (Ruby on Rails, Django, PHP, Flask) is preferred; strong written and verbal communication skills Ability to travel Applicants must be currently authorized to work in the United States without the need for visa sponsorship now or in the future Additional Qualifications for Senior Associate: Minimum three years of recent related work experience Demonstrated supervisory experience, well-established understanding of business dynamics and operations Ability to compile detailed reports and professional presentations for upper management and client executives KPMG LLP (the US member firm of KPMG International) offers a comprehensive compensation and benefits package. KPMG is an affirmative action-equal opportunity employer. KPMG complies with all applicable federal, state and local laws regarding recruitment and hiring. All qualified applicants are considered for employment without regard to race, color, religion, age, sex, sexual orientation, gender identity, national origin, disability, protected veteran status, or any other category protected by applicable federal, state or local laws. The attached link contains further information regarding the firm's compliance with federal, state and local recruitment and hiring laws. No phone calls or agencies please.