Consultant Senior - ALM

About the role

The Senior ALM Consultant will work with financial institutions to analyse and steer interest‑rate and liquidity risks. Based in Casablanca, you will join KPMG’s Finance, Risk and Treasury practice, collaborating with senior client stakeholders to deliver strategic ALM solutions.

Key responsibilities

• Perform Asset & Liability Management studies, including rate‑gap analysis, MNI/EVE sensitivities and liquidity indicators.
• Produce recommendations to optimise balance‑sheet management and support regulatory reporting.
• Assist clients in meeting IRRBB, LCR, NSFR, ICAAP and ILAAP requirements through diagnostics and impact analyses.
• Participate in finance, risk and treasury transformation projects, implementing or enhancing ALM tools and risk‑monitoring dashboards.
• Interact with senior client executives, delivering presentations and written deliverables in French and English.

Required profile

• Degree in engineering, business, finance or a quantitative discipline.
• 3‑5 years of experience in ALM, financial risk or treasury, preferably in consulting or banking.
• Strong knowledge of interest‑rate risk, liquidity risk, gaps, MNI and EVE sensitivities.
• Familiarity with regulatory frameworks such as IRRBB, LCR, NSFR, ICAAP and ILAAP.
• Excellent analytical, synthesis and problem‑solving abilities.
• Fluent written and spoken French and English.

Required skills

• SQL
• Python
• Power BI

What we offer

• Hybrid working model with flexible remote days.
• Access to KPMG Academy training programmes.
• Career mobility across the KPMG network in France, Maghreb and Sub‑Saharan Africa.
• Collaborative team environment with regular team‑building activities.