Senior Financial Instruments Consultant

• Involvement in high-impact projects with leading financial institutions and corporations with international exposure.
• Opportunity for professional growth and specialization within the technical area of financial instruments, risk, and regulation.
• A collaborative, demanding environment focused on technical excellence, with access to continuous training and advanced methodologies.

Do you have experience in financial accounting, risk, or markets? Join KPMG's GIF team, where you will lead consulting and audit projects on financial instruments, collaborating with top-tier entities.

• You will lead advisory projects and technical-accounting opinions on complex financial instruments:
  • The technical review of hedging relationships linked to derivative instruments;
  • The analysis of financial liability restructuring processes;
  • The assessment of financial asset derecognition;
  • The oversight of share-based compensation plans.
• You will analyze complex structured transactions (asset mobilization), hedging strategies, financial derivatives (options, swaps, futures, forwards), as well as the impact of financial instruments on the fair value hierarchy.
• You will provide expert support in credit risk audits, reviewing gross credit exposure, collateral valuation, and the estimation of collective and individual provisions.
• You will implement accounting and prudential regulatory projects (IFRS 9, IFRS 13, Spanish General Accounting Plan, New Definition of Default), adapting origination, monitoring, and accounting classification processes to new regulatory requirements.
• You will execute credit risk strategic plans, optimizing collateral, recovery, and internal control processes, while strengthening the governance framework.
• You will design strategies to optimize capital or relevant ratios in the banking sector, conducting quantitative and qualitative analyses, sector benchmarking, and assessing the impact on models and risk systems.
• You will participate in accounting and regulatory consulting projects, including the application of IFRS 9, IFRS 13, the Spanish General Accounting Plan, Bank of Spain Circular 4/2017, and CRR/CRD IV.
• You will oversee the preparation and validation of regulatory reports required by the supervisor, covering: reserved statements, intra-group financial transactions, solvency, or individual annual accounts.
• You will assess compliance with requirements related to market risk (sensitivity analysis of financial instruments), liquidity risk (scope and metrics used), or operational risk (applied methodology or accounting optimization).

• At least 2-3 years of experience in financial instrument accounting, risk management, or specialized auditing.
• Strong technical command of applicable accounting and regulatory standards (IFRS 9, IFRS 13, Spanish General Accounting Plan, Bank of Spain Circular 4/2017, Annex IX, CRR).
• Ability to interpret and document complex transactions, including accounting hedges, securitizations, and structures involving derivatives.
• Advanced Excel skills, and experience with pricing tools and market data platforms such as Bloomberg, Reuters, Murex, or Calypso is valued.