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Job at KPMG:

Senior Consultant - Credit risk modeler

Reference nr.: AV-SENI-0511

KPMG is one of the world’s leading professional firms providing audit, tax and advisory services, with 236,000 employees in 144 countries. We have already worked with 72 of Hungary’s Top 100 companies, and we’re not stopping there! Whatever you are interested in around the world, we can really help you get there. In a dynamic environment with intelligent people you can learn how to use your knowledge well. Are you wondering about how? Read our job advertisement and learn about what you can expect in reality if you decide to join us. It is clear for us that your ambition can drive us to our future together.


We help our clients with industry-specific services to create value and manage risks. Our wide-ranging client portfolio enables you to gain real-life experience in industries such as telecommunications, energy, IT, finance or sports, and to work on ground-breaking projects.

This is the perfect opportunity for you if you have…

  • at least 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 Basel III, EBA model development guidelines, and IRB-Advanced modelling requirements;
  • demonstrated knowledge of IFRS 9 modelling framework and standards;
  • comprehensive knowledge of bank modelling frameworks, 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;
  • 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.

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

  • coordinate and participate in various risk management and quantitative risk modelling 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;
  • coordinate the work of the junior team members and help them grow professionally.

We’ll provide you the opportunity to…

  • be the part of a young, dynamic and motivated team;
  • improve yourself through on the job learning and professional mentoring;
  • work with prestigious clients in Hungary and across the Globe;
  • get to know the most exciting projects in the banking and insurance sector;
  • flexible working options - most of the time we work at home, but you can work from the office at any time if you want, over the mandatory 1 day/week office day;
  • competitive remuneration package.

At KPMG we are living our values every day: we do what is right, we never stop learning and improving, we think and act boldly. We respect each other and draw strength from our differences, and we do what matters to build a better world for the next generation.

Apply easily and experience success together.

KPMG is an equal opportunity employer and values diversity in its workforce. We encourage applications from all qualified individuals and willing to accommodate applicants’ disability-related needs. Should you have any questions or special need please let us know under the Contacts menu button.

Basic information

  • Location: Budapest
  • Professional field: Advisory
  • Experience:
    • Experienced
  • Working hours: Full time
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1134 Budapest, Váci út 31.


Why should you choose KPMG?

Personal and professional growth

Develop your skills and know-how through an average of 64 hours of professional and individual training on offer each year.

You’ll receive continuous feedback on your work and performance from your mentor and performance manager, to be able to grow continuously.

Cooperative, motivated team

Team building, Christmas parties, inspirational events, company-wide activities – online or offline, You are the focus and you can be yourself.

Your mental and physical health are important to us. We support our colleagues’ sports activities, including team sports and running competitions.

Real and relevant knowledge

Thanks to professional trainings and knowledge gained in various industries, you can experience what it is like when the leaders of the largest companies turn to you directly for professional help.

You can use your professional knowledge not only in client projects, but also in pro-bono and volunteer activities.

Stable local basis, international background

Performance assessment on an international basis, local mentors, promotions and salary increases - they're not just promises, it's all possible in your first year.

Have a go at KPMG member firms abroad through a secondment, which can last from a few months to a few years.