Senior Risk Management Consultant
2 settimane fa
As a key member of our KPMG CreditRisk Modeling Team in Milan, you will be responsible for managing complex risk management projects following Basel and Solvency II standards. Your key responsibilities will include:
- Conducting quantitative analysis using statistical techniques
- Developing and validating credit risk models under Basel pillar I (PD, LGD, EAD) and pillar II (economic capital/stress testing)
- Analyzing databases to identify trends and patterns using descriptive statistics and distribution analysis
- Developing statistical models using inferential statistics, including regression analysis and discriminant analysis
To succeed in this role, you will need:
- A Master's degree in Business, Statistics, or Mathematics
- 2 to 5 years of experience in credit risk management, preferably in specialized consulting firms, top-tier banking, or financial institutions
- Strong knowledge of software for statistical analysis, including SAS, STATA, e-views, R, and MatLab, as well as programming languages such as C++, SQL, and VBA
- Excellent MS Office skills
- Proficiency in English, with the ability to communicate effectively with clients
- A willingness to work collaboratively with clients to deliver high-quality results
This is an exciting opportunity to join our team and contribute to the development of our credit risk modeling capabilities. If you are a motivated and experienced professional with a passion for risk management, we encourage you to apply.
At KPMG Advisory, we are committed to delivering exceptional service to our clients. Our team of experts works across a range of industries, providing advisory services to help businesses address complex challenges and opportunities. We are an equal opportunities employer and are committed to diversity and inclusion in the workplace.
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