Talent.com
KPMG
Senior Manager, Regulatory and Risk Advisory (Quant)KPMG • Toronto, Ontario, Canada
Senior Manager, Regulatory and Risk Advisory (Quant)

Senior Manager, Regulatory and Risk Advisory (Quant)

KPMG • Toronto, Ontario, Canada
30+ days ago
Job type
  • Full-time
Job description
Overview
At KPMG in Canada, our people bring their unique perspectives to Canada's most important challenges. Here, you can build momentum that reaches beyond our business, develop skills for the future, and take ownership of your career with support at every stage. Join a firm where your career can make a difference.

Backed by deep industry knowledge, our team works with organizations to strengthen their governance and operating models, positioning them to effectively achieve their risk management goals. KPMG's Regulatory and Risk Advisory (RRA) professionals help organizations by addressing complex challenges, creating, and protecting sustainable business value and transforming risk into a strategic advantage.

We are currently seeking a Senior Manager with a quantitative profile, specializing in credit risk modeling to join our Regulatory and Risk Advisory team within our Toronto office, The candidate will offer advisory services in credit risk modeling and validation and will be working on a wide variety of projects with banks, credit unions, insurers, and investment funds.

What you will do
You will work closely with the Partner responsible for the Regulatory and Risk Advisory practice on advisory projects and contribute to business development. The incumbent will:

  • Lead daily work on assignments related to credit modelling and risk management; develop credit models, perform validations, and participate in external/internal audit engagements related to IFRS 9 - ECL, credit modelling, or other quantitative engagements to meet the clients' expectations.
  • Provide expertise in development or validation of models for a wide area of products such as retail (mortgages, revolving, other retail loans) and non-retail portfolios (corporate, commercial, real estate), for underwriting credit models, credit risk scorecards or risk ratings models.
  • Work on multiple assignments simultaneously, potentially involving several partners.
  • Prepare detailed reports presenting the execution approach, observations, and recommendations.
  • Coordinate the execution of various risk management projects to add value.
  • Review analyses and deliverables produced by the execution team to ensure their high quality.
  • Prepare service proposals to meet the business needs of clients.
  • Deliver presentations to clients, participate in client meetings, as well in business development.
What you bring to the role
  • 10 years of relevant experience in banking including work in credit model development or validation functions.
  • Degree or PhD in math, engineering, statistics, econometrics, actuarial sciences or equivalent.
  • Professional designation is an asset (FRM, CFA).
  • Experience with statistical and probabilistic credit risk modelling for risk rating and scorecard models for credit risk, ECL models for IFRS 9, and/or with stress testing models, and/or model validation experience for these models.
  • Knowledge of the following models: logit/probit, Autoregressive, ARIMA, GARCH, survival models.
  • Proficiency in at least two of the following tools and languages: SAS, Python, R, VBA, SQL, C++, Java.
  • Well versed in model risk management activities.
  • Knowledge of the requirements of the final Basel III and regulatory capital including calculation of regulatory capital and IRB modelling an asset.
  • Proficiency in Bloomberg valuation and pricing models an asset.
  • Motivation to achieve high standards of customer service and professionalism.
  • Ability to deal with difficult and complex situations, great investigation skills and rigor.
  • Ability to adequately manage projects and budgets.
  • Excellent verbal and written communication skills in English; bilingual capability in French an asset.
  • Exceptional time management skills and ability to meet tight deadlines.
  • Strong analytical and problem-solving skills.
  • Initiative, ability to work independently with minimal supervision.
  • Client-oriented to understand issues and propose value-added solutions.
  • Commitment to achieving high standards of customer service and professionalism in project delivery.

KPMG Ontario Region Pay Range Information
The expected base salary range for this position is $120,000 to $170,000 and may be eligible for bonus awards. The determination of an applicant's base salary within this range is based on the individual's location, skills & competencies, and unique qualifications. In addition, KPMG offers a comprehensive and competitive Total Rewards program.

Providing you with the support you need to be at your best
Our Values, The KPMG Way
Integrity, we do what is right | Excellence, we never stop learning and improving | Courage, we think and act boldly | Together, we respect each other and draw strength from our differences | For Better, we do what matters

KPMG in Canada is a proud equal opportunities employer and we are committed to creating a respectful, inclusive and barrier-free workplace that allows all of our people to reach their full potential. A diverse workforce is key to our success and we believe in bringing your whole self to work. We welcome all qualified candidates to apply and hope you will choose KPMG in Canada as your employer of choice.

Adjustments and accommodations throughout the recruitment process
At KPMG, we are committed to fostering an inclusive recruitment process where all candidates can be themselves and excel. We aim to provide a positive experience and are prepared to offer adjustments or accommodations to help you perform at your best. Adjustments (informal requests), such as extra preparation time or the option for micro breaks during interviews, and accommodations (formal requests), such as accessible communication supports or technology aids, are tailored to individual needs and role requirements. You will have an opportunity to request an adjustment or accommodation at any point throughout the recruitment process. If you require support, please contact KPMG's Employee Relations Service team by calling 1-888-466-4778.

AI Usage
Weembrace the use of artificial intelligence (AI) to enhance the candidate experience and streamline our recruitment processes. AI tools may help with organizing applications or surfacing relevant qualifications. However, no hiring decisions are made using AI. Every hiring decision is made by our hiring managers and recruitment professionals, who are equipped with training that empowers them to use these tools responsibly. AI technologies used in our recruitment process undergo detailed risk assessments, including security and privacy requirements, that align with KPMG's Trusted AI framework.

We believe technology should empower human judgment, not replace it. It's one of the many ways we're delivering on our vision of being a technology-first, people-driven firm.
Create a job alert for this search

Senior Manager, Regulatory and Risk Advisory (Quant) • Toronto, Ontario, Canada

Similar jobs

Risk and Regulatory Advisory Manager at PwC

PwC South AfricaToronto, ON, CA
Full-time

Transform financial risk management at PwC as a Risk and Regulatory Advisory Manager.Lead the development of innovative solutions tailored for top financial institutions while exceeding client expe... Show more

 • Promoted

Financial Services Risk and Regulatory Advisory, Senior Associate

PwC CanadaToronto, ON, CA
Full-time

Join a dynamic team of talented risk professionals who are at the forefront of transforming how organizations navigate today’s most critical challenges across key and emerging risk landscapes.In ou... Show more

 • Promoted

Senior Manager, Regulatory Affairs (Finance Focus) - $137,700 - $178,200 A Year

Hydro OneToronto, Canada
Full-time

Develops, files, and defends regulatory proceedings and compliance challenges, collaborating with internal experts and external agencies to influence regulatory decisions and ensure adherence to po... Show more

 • Promoted

Senior Advisor, Regulatory Accounting And Financial Reporting - C$87,125 - C$112,750 A Year

Hydro OneToronto County, Canada
Full-time

Senior Advisor responsible for regulatory accounting, financial reporting, and compliance.Oversees financial disclosures, supports rate applications, and provides subject matter expertise. Show more

 • Promoted

Senior Manager, Enr Governance & Risk Advisory - C$120,000 - C$170,000 A Year

Enr Governance & Risk AdvisoryToronto County, Canada
Full-time

Leading a team for governance, risk, and compliance services in the energy and natural resources sectors.Requires strong leadership and client management skills. Show more

 • Promoted

Senior Director, Regulatory & Quality - C$150,000 - C$175,000 A Year

TalentSphere Staffing SolutionsToronto County, Canada
Full-time

Senior Director, Regulatory & Quality role responsible for establishing and driving regulatory, quality, and compliance frameworks for multi-site operations in NHP, cannabis, and food science. Show more

 • Promoted

Senior Compliance Manager - Regulatory Engagement - $94,600 - $176,000 Par An

BMO Groupe financierNorth York, Canada
Full-time

Ce poste consiste à mettre en œuvre et à maintenir un programme de conformité, à gérer les risques réglementaires, à conseiller les unités d'affaires et à assurer le respect des obligations.Il ... Show more

 • Promoted

Senior Manager, Financial Services Risk & Regulatory - $147,300 - $197,300 A Year

PricewaterhouseCoopers InternationalNorth York, Canada
Full-time

Senior Manager sought to lead financial services risk and regulatory advisory engagements in Toronto, requiring strong regulatory knowledge and communication skills. Show more

 • Promoted

Financial Services Risk And Regulatory Advisory, Senior Manager - $147,300 - $197,300 A Year

PwCNorth York, Canada
Full-time

Senior Manager role at PwC, advising financial institutions on risk and regulatory compliance, including operational resilience and GenAI risks. Show more

 • Promoted

Senior Advisor for Capital Governance

BMO Financial GroupToronto, ON, CA
Full-time

Take charge at BMO as a Senior Advisor in Capital Governance, focusing on regulatory interpretation and risk management strategies.Your leadership will shape capital governance frameworks.In this r... Show more

 • Promoted

Senior Regulatory Risk & Compliance Consultant

SiaToronto
Full-time

A global management consulting firm in Toronto is seeking a skilled consultant for a role in Regulatory Advisory & Compliance Strategy.Applicants should have 3-5 years of relevant management consul... Show more

 • Promoted

Director, Regulatory Transformation - C$155,000 - C$172,000 A Year

Professional Engineers OntarioToronto County, Canada
Full-time

Seeking a Director, Regulatory Transformation to lead operationalization of new policy programs and initiatives, manage a high-performing department, and provide strategic advice to executive leade... Show more

 • Promoted

Associate Director, Nexus, Regulatory Reporting

MufToronto
Full-time +1

Associate Director, Nexus, Regulatory Reporting.Employment Type: Permanent Full Time.Compensation: CAD 76,500 - CAD 112,200 - yearly.Oversee and liaise with investment managers and vendors for day‑... Show more

 • Promoted

Sofina Senior Manager, Risk and Compliance

Sofina Foods CanadaMarkham
Full-time

Join Sofina as a Senior Manager focused on Risk and Compliance.Elevate the organization's risk management efforts across operational, financial, and informational sectors.Reporting to the Director ... Show more

 • Promoted

Senior Advisor, Regulatory Capital Compliance - $94,600 - $176,000 A Year

BMOToronto County, Canada
Full-time

Leads regulatory capital compliance programs, ensuring adherence to OSFI CAR requirements.Coordinates with various departments, manages issue monitoring, and supports regulator-facing initiatives. Show more

 • Promoted

Senior Manager, Regulatory Submissions

Yorkville UniversityToronto, ON, CA
Full-time

Yorkville University is seeking applications for the position of.Senior Manager, Regulatory Submissions.As part of the Regulatory Affairs team, this pivotal role partners with senior leaders to nav... Show more

 • Promoted

Senior Compliance Manager

AkkodisToronto, ON, CA
Full-time

Direct message the job poster from Akkodis.Technical Recruiter | Were Hiring! at Akkodis.Senior Country Compliance and Operational Risk Manager - Consultant.Professional Services Engagement – B2B (... Show more

 • Promoted

Senior Manager, Regulatory Affairs - Product Safety & Toxicology - Global

DECIEM | THE ABNORMAL BEAUTY COMPANYToronto, ON, CA
Full-time

Senior Manager, Regulatory Affairs - Product Safety & Toxicology - Global.Base salary: $110,000 to $120,000.Lead the Product Safety & Toxicology function, providing scientific and regulatory oversi... Show more

 • Promoted

Senior Auditor – Compliance and Regulatory

Dean GroupToronto, ON, CA
Full-time

Pursue a rewarding career as a Senior Compliance Auditor in a leading regulatory organization.Apply your accounting expertise and investigative skills to uphold professional conduct standards and p... Show more

 • Promoted

Senior Manager, Risk Management

Sofina Foods CanadaMarkham, Ontario, Canada
Full-time

The Senior Manager, Risk Management recommends appropriate external regulatory and compliance frameworks and translates them into meaningful compliance practices at Sofina to identify and mitigate ... Show more