KPMG állásajánlat: Consultant- Credit risk modeler - KPMG Karrierportál

Job at KPMG:

Consultant- Credit risk modeler

Reference nr.: AV-CONS-1002

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.

#poweredbyyou

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…

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 Basel III, EBA model development guidelines, and IRB-Advanced modelling requirements;
familiarity with IFRS 9 modelling framework and standards is a plus;
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;
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…

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.

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.