Junior - Credit Risk Modeling Milan
Pubblicato il 22-08-2026 - Kpmg in Milano
**Junior - Credit Risk Modeling| Milan**
- 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 Modeling**projects, for top-tier clients in the Financial Services sector. Specifically, you will be tasked with: - developing models for the quantification of the main credit risk parameters (PD, LGD and EAD) for management and regulatory purposes, in line with Basel regulations;
- assisting clients with stress test;
- contributing to the inclusion of ESG topics in risk measurement;
- measurement of financial instruments (fixed income, securitisation and derivatives);
- implementing pricing models for complex financial instruments (e.g., CLN, ABS, securitisation and CMS);
- restructuring of derivative portfolios and development of the related financial models. **_ Come As You Are - Your skills and characteristics_** This is the perfect opportunity if you have: - a specialist degree (graduate or nearing completion) in business, statistics, engineering,
mathematics or any other quantitative faculty;
- knowledge of programming software and languages (Python, SAS, R, Matlab and Stata);
- excellent knowledge of Italian and English, preferably with study and/or work experience abroad;
- excellent problem-solving skills and an innate ability to take initiative;
- good interpersonal and teamwork skills. **_ Your Future With Us - What you’ll find at KPMG_**
- An **inclusive** and equitable** work environment** that respects, encourages and values **diversity.**: - A challenging and dynamic environment that encourages** creativity** and **teamwork.**: - **Hybrid** work arrangements to promote a healthy work-life balance.
- Advanced **training** and development programmes to stay current.
- **International** mindset** and **innovative projects.**: - Initiatives focused on **mental and physical well-being.** **_Together for Better - Our values and commitment_** Leadership, teamwork, respect every individual, continuous learning, transparency, commitment to the community and integrity. These are the **KPMG** **values**that create an environment that encourages the sharing of ideas and knowledge, so our professionals can **achieve their full potential**. **Join us!**
- Your data will be processed in full compliance with the provisions of Regulation (EU) no. 679/2016 (General Data Protection Regulation - “GDPR”), as amended. For more information, please see KPMG’s privacy policy_._
- KPMG Advisory S.p.A. is an equal opportunity employer._