Credit Risk Modeling Senior Consultant

2 settimane fa


Milano, Italia Global ATS - Italian A tempo pieno

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: Responsibilities 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 - 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, Mathematics 2 to 5 years of experience in Credit Risk management, ideally gained in specialised consulting firms, top tier banking or financial institutions Good knowledge of software for statistical analysis (SAS, STATA, e-views, R, MATLAB, etc.) and / or programming codes (C++, SQL, VBA, etc.) Excellent MS Office skills Proficiency in English, ideally improved through an educational / working experience abroad Willingness 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. #J-18808-Ljbffr



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