Credit Risk Modeling Senior Consultant, Provincia Di Verona Ne

Credit Risk Modeling Senior Consultant, Provincia Di Verona
Ne
Liguria, Ne

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Client:Location:Job Category:Finance

EU work permit required:Yes

Job Reference:a8b3f2dcdfbb

Job Views:10

Posted:02. 03. 2025

Expiry Date:16. 04. 2025

Job Description:As a part of KPMG CreditRisk Modeling Team in Milan, you will be accountable for organizational issues within complex Risk Management projects following Basel and Solvency II standards.

In particular, you will be responsible for:

Quantitative analysis using statistical techniquesCredit 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 - distribution analysis, mean, variance, etc.

)Development of statistical models (inferential statistics: regression analysis, discriminant analysis, etc.

)To be the successful candidate, you will have:

Master's degree in Business, Statistics, Mathematics2 to 5 years of experience in Credit Risk management, ideally gained in specialised consulting firms, top tier banking or financial institutionsGood knowledge of software for statistical analysis (SAS, STATA, e-views, R, MatLab, etc. )

and/or programming codes (C++, SQL, VBA, etc.

)Excellent MS Office skillsProficiency in English, ideally improved through an educational/working experience abroadWillingness to work side by side with clients according to project needs. You are a problem solver, who never loses his/her focus, can easily build strong relationships and fosters collaboration.

You are able to inspire confidence in our clients and empower change through high motivation and enthusiasm.

You are challenged by dynamic and evolving working environments, where your leadership skills are highly appreciated.

Businesses are demanding a broad mix of Advisory Services as they seek to address the myriad of challenges and opportunities presented by a persistently volatile and complex economic environment.

Our Advisory experts work across the corporate health spectrum covering areas as diverse as profitability, transformation, technology, risk, growth, structure and operations.

Required data will be managed in compliance with the European legislative Decree no.

679/2016 (General Data Protection Regulation - "GDPR") and later modifications or integrations.

KPMG Advisory is an equal opportunities employer.

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