Senior - Irrbb, Csrbb & Liquidity | Mi
Pubblicato il 17-10-2026 - Kpmg in Lombardia
Senior Consultant – IRRBB, CSRBB & Liquidity Risk| MilanThe chance to build a better future is right in front of youDo Work That Matters
Possiede le competenze, l'esperienza e la determinazione necessarie per avere successo in questo ruolo? Lo scopra qui sotto.
- Your role and responsibilities Do you want to pursue a profession that is truly meaningful and impactful? At KPMG, you will have the opportunity to help clients, the company and colleagues address and solve the most current and complex challenges. KPMG Advisory offers consulting services to companies to assist them in business model transformation, process improvement and digitisation, risk analysis and management, and support in extraordinary finance transactions. When you join the Financial Risk team in Milan, you are going to work on IRRBB, CSRBB & Liquidity Risk projects for top-tier clients in the Financial Services sector. Specifically, you will be tasked with:identification, measurement and monitoring of liquidity risk,
interest rate risk of banking book and credit spread risk ok banking book; Development and validation of behavioral models (Non-Maturity Deposits NMD, prepayments, line draws, etc.); Modeling of banking products for EVE and NII estimation; Calculation and analysisof key liquidity short-term (e.G., LCR) and medium/long-term (e.G., NSFR) indicators; Application/calibration of stress scenarios for interest rate, credit spread and liquidity risk also from a climate & environmental risk perspective. Come As You Are
- Your skills and characteristics This is the perfect opportunity for you if:you have at least 2 years of experience in the Risk Management function of banks, credit institutions or in leading consulting firms on Liquidity Risk and/or IRRBB / CSRBB & ALM projects; You possess a bachelor'sdegree in business or science; Possess excellent knowledge of the English language, preferably backed up by experience abroad; Possess excellent knowledge of the office package; knowledge of pro