Are you passionate about quantitative finance, but still looking for the role where your analytical skills truly make an impact?

Join us as a Credit Risk Modeling Consultant, where you’ll take part in demanding risk management and model validation projects, work closely with a wide range of clients, and continuously deepen your quantitative and regulatory knowledge as part of a collaborative, ambitious team.

As part of our team, we will count on you to…

• participate in various risk management and quantitative risk modeling projects for banking and other sectors,
• participate in model validation projects for a wide variety of risk models,
• support audit teams as a quantitative expert during the validation of IFRS 9 ECL models,
• contact with clients and actively support project planning and coordination,
• in support of business development, participate in customer meetings, prepare and present professional materials.

This is the perfect opportunity for you if you have…

• 1-5 years of professional experience in credit risk modelling or validation.
• Strong academic background with a degree in a quantitative discipline, such as economics, finance, statistics, or mathematics.
• Demonstrated proficiency in at least one programming language, such as R, Python, SAS
• Knowledge of CRR regulations, IRB-Advanced modelling requirements, IFRS 9 modelling framework.
• Basic knowledge of bank modelling framework, standards, regulations, and financial products.
• Strong interest in quantitative modelling, portfolio and risk models.
• Familiarity with machine learning algorithms and their application to financial problems is a plus.
• Strong communication skills, accurate work style, ability to work both independently and collaboratively in a team.
• Excellent command of written and spoken English.
• High level of flexibility and ability to handle periodic workload peaks.

What do we offer?

Compensation & Benefits

• Competitive salary package + a wide range of cafeteria elements.
• Private health insurance, life and accident insurance.
• Company laptop and iPhone to support effective work.
• Employee wellbeing programs: discounted gym membership and other sports opportunities.

Professional Development & Career Opportunities

• Access to internationally recognized training courses (classroom and online).
• Opportunity to participate in large scale corporate and international projects.
• Possibility to gain international experience within KPMG.

Wellbeing

• Hybrid working model.
• Opportunity to join volunteer activities throughout the year, with an additional day off provided.
• Active community life and regular team building events.

Are you ready?
KPMG
Shaping frames to opportunities!