Credit Risk Quant | Milan

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/8hi5st

Questa posizione è in KPMG

Il processo di selezione sarà interamente gestito KPMG.

--
Credit Risk Quant | Milan 9 ott 2026 Do you like Risk? Be Quant Our Regulatory & Risk Advisory Line of Service is on the forefront of KPMG Advisory outstanding performance: our appointed partner is the Global Leader for the Financial Risk Management Practice within KPMG Network worldwide. Our professionals support clients across all industries to achieve robust financial risk management frameworks according to national and international regulations, contributing to better decision making and enhancing results. KPMG Quantitative Credit Risk Team represents an international Centre of Excellence. Guided by trusted and inspiring leaders, our quantitative experts help leading banking and insurance international groups respond more effectively to rapidly changing customer needs within an increasingly complex regulatory environment. Your solid skills will be highly valued and will place you at the centre of a first-class environment,



where you will be able to contribute first hand to the success of our clients and to your own professional growth. Through challenging projects you will gain a deep and specialized experience across all aspects of banking-insurance industry. As part of KPMG Quantitative Credit Risk Team in Milan , you will be accountable for solid and strategic projects. In particular, you will be responsible for the development or validation of the following credit risk models :
- Models under Basel pillar I (PD, LGD, EAD)
- Models under Basel pillar II (stress testing)
- Managerial models (Expected Credit Loss model under IFRS 9 framework, Cost of Risk, Early Warning systems, Next Best Action models, Credit Pricing model, Climate & Environmental risk models)

Specifically, a Junior Consultant is involved in the following activities:
- Implementing statistical algorithms for data analysis using programming languages or statistical software (≌40%)
- Interpreting results of

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/8hi5st