Vacancy for Intern Financial Risk Management in Baku, Azerbaijan

Job Description

What we do

Financial Risk Management Group is providing consulting services in the areas of financial risk modeling, development of risk-management systems and strategies as well as valuation of financial instruments for our clients, mainly, in financial sector.


- Assessment and Development of quantitative financial risk assessment methodologies 
- Review and development of the client’s risk management system 
- Basel capital adequacy framework planning and implementation 
- Capital allocation methodology review and implementation 
- Validation of client’s financial instrument pricing methodologies 
- To fill the role a candidate is expected to meet the following requirements:



- Fluent Azerbaijani and English is a must (to have the opportunity to work with international colleagues) 
- Strong presentation and interpersonal skills, written and verbal communication skills 
- Team player and quick-learner 
- Readiness for business-trips
- Full-time work 
- Graduation 2017/18


- Knowledge / experience in the following areas (work or education)
- General principles of risk management / internal audit in banks or insurances 
- Modelling of market, credit and operational risks
- Basel framework and other banking regulatory requirements 
- Derivatives markets, pricing of equity, IR, FX and credit derivatives
- Fundamentals of IFRS
- FRM/PRM or ACCA/CPA/CFA or other internationally accepted qualification is a plus
- Programming skills in Excel VBA, Matlab, C/C++, SAS, R, SQL or similar are a plus

Start date: upon completion of all the recruitment stages.

What we offer:

At KPMG, your long-term future is every bit as important to us as it is to you. That’s why our aim is to give you experiences that will stay with you for a lifetime. Whether it’s great training and development, the chance to move around the business or volunteering opportunities, you’ll gain a wealth of experiences on which to build a rewarding career. We’re proud of our culture – it’s one that recognises hard work, encourages new ways of thinking and embraces diversity and inclusion. We also have an innovative spirit which inspires what we do and how we do it – striving to be better lies at the heart of who we are. Additionally, we offer:

-  Excellent opportunities for career and professional growth
-  A wide range of training and development programs
-  Working as part of an experienced team on complex audit projects for major Azerbaijani and multinational companies
-  Great professional team and friendly environment
-  Comfortable high-class office in Baku City
-  Health and life insurance

To apply for vacancy please follow the link below: