Senior Consultant

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Senior Consultant - Credit Risk Modelling

The chance to build a better future is right in front of you
Do Work That Matters - Your role and responsibilities
Do you want to pursue a profession that is truly meaningful and impactful? At KPMG, you will have the opportunity to help clients, the company and colleagues address and solve the most current and complex challenges. KPMG Advisory offers consulting services to companies to assist them in business model transformation, process improvement and digitisation, risk analysis and management, and support in extraordinary finance transactions. When you join the Financial Risk team in Milan, you are going to work on Credit Risk Modelling projects for top-tier clients in the energy & utilities sector.
As part of the KPMG Credit Risk Modelling team in Milan, you will be responsible for strategic projects. In particular, you will be tasked with:

quantitative analysis using statistical techniques;
credit risk management based on quantitative aspects:

development/internal validation of credit risk models under Basel pillar I (PD, LGD, EAD);




development/internal validation of models under Basel pillar II (economic capital/stress testing);

database analysis (descriptive statistics – i.e. distribution analysis, mean, variance, etc.);
development of statistical models (i.e. inferential statistics: regression analysis, discriminant analysis, etc.).

Come As You Are - Your skills and characteristics
This is the perfect opportunity for you if:

three to four years of credit risk management experience, ideally gained with specialised consulting companies or top-tier banking or financial institutions;
previous experience in IFRS9 credit risk modelling and/or credit risk stress testing framework;
a master’s degree or PhD in statistics, mathematics, engineering, physics or a related field;
proficiency in English, preferably with study and/or work experience abroad;
excellent Microsoft Office skills and good knowledge of software for

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/7c9gks