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The KPMG Consulting function is a cornerstone of our business. Operating from London, we do work that matters, serving the country with diligence and expertise.
KPMG is one of the world's largest and most respected consultancies. We've supported the UK through times of war and peace, prosperity and recession, political and regulatory upheaval. We've proudly stood beside the institutions and businesses which make the UK what it is.
By encompassing a wide range of disciplines across areas such as Strategy, Forensic, Risk and Regulatory, People and Talent, and Operational and Financial Transformation, we become immersed in our clients' organisations, applying sector knowledge and technology solutions to deliver the best possible outcomes and get it right first time.
Why Join KPMG as a Credit Risk Assistant Manager?
You will advise clients on the impact of changing requirements in provision accounting standards (IFRS9) and Basel credit risk capital requirements (IRB).
The individual will also perform technical analysis for workstreams within IRB, IFRS9, and credit risk modelling engagements.
They will also apply their skills to a broad range of banking risk-related issues supporting regional and national propositions.
What will you be doing?
* Assessment of model performance;
* Replication testing;
* Reviewing models against IRB regulatory requirements.
What will you need to do it?
* Minimum 3 years’ experience in a credit risk modelling role within a financial or professional services firm.
* Practical experience in credit risk modelling techniques.
* Knowledge and practical experience in accounting and risk requirements related to IRB, IFRS9, and other regulatory credit risk models.
* Detailed working knowledge of model development and validation, including data extraction and pre-processing, user acceptance testing.
* Relevant sectoral experience, such as developing Retail/Wholesale banking PD/EAD/LGD models.
* Knowledge of credit risk processes, governance, and documentation.
Key Skills;
* Ability to communicate risk/finance requirements of IRB and IFRS9 effectively across functions.
* Proficiency in programming languages such as SAS, R, Python.
* Flexibility and agility to contribute in a senior capacity to various banking risk engagements.
* Excellent communication, planning, project management, networking, and influencing skills.
* Willingness to work across the UK and internationally as required.
Our Locations:
We are open to discussing opportunities for Credit Risk Assistant Managers in the UK, where our team is based.
With 20 sites across the UK, we offer options including office work, remote work, flexible hours, and part-time arrangements. Please discuss your needs with our team.
Find out more:
Within Consulting, we have various divisions and specialisms. Click the links below to learn more:
* Consulting at KPMG
* ITs Her Future Women in Tech programme
* KPMG Workability and Disability confidence
For additional support in applying, please click the links to find out more.
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