Associate, Data Scientist, Financial Services Statistical Modeling 265 views

You’ll be an important part of the KPMG high-energy, unique, fast-paced, and innovative culture that delivers with the agility of a tech startup and the backing of a leading global consulting firm. In this particular role, you’ll work specifically in the AI Analytics & Engineering Community within the Digital Lighthouse, on a wide range of projects. From applied AI to optimization to big data platform engineering, your analytical and technical skills will drive real impact in the business world. At KPMG, commitment to your career development helps to set them apart as an employer. They want to enhance your potential, both for yourself and as a contributor to the firm. That’s why KPMG provides every opportunity to expand your skills, knowledge and experiences through formal education and training programs, leadership development opportunities, and, as well as informal one-on-one coaching and mentoring from your colleagues.

KPMG is currently seeking an Associate to join the KPMG Lighthouse – Center of Excellence for Advanced Analytics.

Responsibilities

• Work in multi-disciplinary and cross-functional teams to translate business requirements into technical approaches that yield actionable recommendations, including but not limited to risk management or financial services; rapidly iterate models and results to refine and validate approach
• Assist clients on model development and validation efforts, such as regulatory requirements (e.g. CCAR/DFAST, CECL, Initial Margin, etc.) and economic risk (e.g. PG/LGD, mortgage prepayment, pricing, xVA, customer segmentation, credit scorecard, etc.)
• Deliver on engagement milestones by following analytics processes to mitigate risks in data, modeling, validation, and delivery; manage assumptions, and risks, and work with others to clear issues
• Analyze and model structured data and implement algorithms to support analysis using advanced statistical and mathematical methods from statistics, machine learning, data mining, econometrics, and operations research
• Work in a fast-paced and dynamic environment with both virtual and face-to-face interactions; Utilize structured approaches to solving problems, managing risks, and documenting assumptions while communicating results and educating others through insightful visualizations, reports, and presentations
• Build ingestion processes to prepare, extract, and enrich a variety of structured and unstructured data sources such as social media, news, internal/external documents, financial data, and operational data; Perform exploratory data analysis, generate and test working hypotheses, and uncover interesting trends and relationships

Qualifications

• Minimum of two years of experience working in teams of data & analytics professionals to deliver on business-driven analytics projects using statistical modeling, econometrics, and machine learning; Excellent problem-solving skills, verbal/written communication, and ability to explain technical concepts to business audience
• A Master’s or PhD degree from an accredited college/university in Statistics, Econometrics, Operations Research, Applied Mathematics, Quantitative Finance, or related fields
• Ability to apply artificial intelligence techniques to achieve concrete business goals while working with the business to understand available resources and constraints around data (sources, integrity, and definitions), processing platforms, and security; Provide assistance and resolve problems
• Solid experience performing data science from data discovery, cleaning, model selection, validation, and deployment; experience coding artificial intelligence methods using object-oriented programming in a software development process, and ability to restructure, refactor, and optimize code for efficiency
• Ability to utilize a diverse array of technologies and tools as needed, to deliver insights, such as R, Python, SAS; Experience with command-line scripting, data structures, and algorithms; Ability to work in a Linux environment
• Ability to travel when necessary; Applicants must be currently authorized to work in the United States without the need for visa sponsorship now or in the future

KPMG LLP (the U.S. 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.