Associate Director / Director - Market & Liquidity Risk

Auckland /
Consulting – Financial Risk Management /
Permanent Full-Time
/ Hybrid
KPMG people focus every day on fueling New Zealand’s prosperity. We believe the work we do with businesses; the public sector and our communities can make a real difference to the health, wealth and well-being of New Zealanders. 
 
KPMG’s Financial Risk Management (FRM) Consulting team offers specialist advice and assistance to New Zealand banks and corporates in understanding, managing, and reporting their exposures to financial risks. Through depth of expertise, clarity of insight and strength of purpose we help our clients solve complex problems, steer change, strengthen, transition and grow.

The opportunity:

    • Our Risk Advisory team is looking for an exceptional candidate at Associate Director / Director level.
    • You will be responsible to the engagement management, or delegate, for delivering high-quality work on engagements to meet the client’s needs. Although there is opportunity to work on a range of services, the primary role will be market and liquidity risk and associated processes, risks and controls.

Day to day you will:

    • Coordinate and direct medium - largeassignments in a manner that meets client timelines, budget and outcome requirements.
    • Assess engagement risks and manage identified risks.
    • Assess the impact of regulatory changes and support clients in implementing these changes or independently assessing the bank’s implementation of these changes
    • Collaborate with data and technology teams to identify innovative approaches on market risk and liquidity risk engagements
    • Develop and maintain project plans and associated documentation.
    • Assist in the planning of the overall work requirements of an engagement e.g. prepare budgets to achieve a target recovery rate and manage projects against budget.
    • Apply an awareness and understanding of the general business and economic environments in undertaking engagements.
    • Identify and proactively respond to new business opportunities to provide added value to clients.
    • Responsible for goal setting, coaching and performance review of assigned staff members.

What you'll bring to the team:

    • Significant experience in non-traded market risk, counterparty credit risk, risk and controls as well as derivative valuation. Accounting knowledge would be a plus.
    • In-depth knowledge of financial risk related banking/prudential standards (Basel), FMA guidelines as well as market practise in relation to process, risk and controls environment of market and liquidity risk functions.
    • Previous experience managing and developing teams.
    • Strong interpersonal skills to communicate findings to key stakeholders, write reports and develop customer-centric strategies.
    • Ability to engage with clients and independently lead consulting projects in the area of market and liquidity risk
    • Organisational and problem-solving skills.
    • A relevant tertiary qualification and professional qualification CPA/CA/ACCA.
    • Experience using Treasury management software (eg: GTreasury, Calypso, Quantum or Bloomberg) is beneficial but not required. 


Life at KPMG
 
We offer rewarding careers to talented individuals and a holistic range of benefits to support your life balance, whatever your circumstance. We want you to do Work That Matters, Thrive and Grow and know that you Belong here with us, at KPMG. 

As a KPMG employee, we will offer you:
 
—  Access to the firm's annual incentive scheme
—  Opportunities for local and international secondments
—  Hybrid working across a mix of office, client and home hubs to recognise that people have individual circumstances and preferences when it comes to where and how they work
— A technology starter pack to get your 'home hub' set up
— The ability to work from overseas and extend time connecting with friends and family outside New Zealand
—  Flexible leave options, including the ability to purchase additional annual leave.
—  Gender-neutral support for all stages of the parental journey, including access to 18 weeks of fully paid parental leave for all new parents
—   A paid professional association membership of your choice
—   Unlimited digital accreditations through our partnership with Microsoft, LinkedIn Learning, with bespoke learning pathways for all employees
—   A wide-range of special offers and discounts on insurances, banking services, and lifestyle goods and services.
—   The support, allyship and opportunity to join our many Inclusion, Diversity and Equity Affinity networks, including the Kiwa, Pride, Ethnicity, Accessibility and Wahine groups
—  The opportunity to participate in Green Team activities, as we work toward reducing the firm’s environmental footprint and become carbon zero by 2030
—  An invitation to join your local Social club and enjoy events aimed at bringing people together for social, sporting, cultural, family and fundraising activities
—  Paid time off for volunteering and involvement in citizenship activities
—  An array of health and wellness benefits such as free flu vaccinations, subsidised sporting events, free confidential counselling services, additional leave to support you and your family in the recovery from COVID-19, access to our Wellbeing portal with an extensive range of advice and resources and much much more!
 
We believe that diversity of background and experience strengthens relationships and delivers meaningful benefits to our people, clients and communities. Our goal is to be recognised as an employer of choice for all, irrespective of gender, ethnicity, generation, flexible work status, family circumstances, sexual orientation or disability. Further info can be found on our website
 
We are a 2023 Circle Back Initiative Employer – we commit to respond to every applicant.