Financial Risk Management - Consultant - Credit risk modeler

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!