Consultant/AM - Credit Risk

KPMG India
Mumbai, Maharashtra, India

Job Title: Credit risk

Function: Financial Risk Management

OVERVIEW

About KPMG in India

KPMG entities in India are professional services firm(s). These Indian member firms are affiliated with KPMG International Limited. KPMG was established in India in August 1993. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets and competition. KPMG has offices across India in Ahmedabad, Bengaluru, Chandigarh, Chennai, Gurugram, Jaipur, Hyderabad, Jaipur, Kochi, Kolkata, Mumbai, Noida, Pune, Vadodara and Vijayawada.

KPMG entities in India offer services to national and international clients in India across sectors. We strive to provide rapid, performance-based, industry-focused and technology-enabled services, which reflect a shared knowledge of global and local industries and our experience of the Indian business environment.

Roles And Responsibilities

Credit Risk / ECL Model Development and Validation

  • Develop quantitative models within the credit risk domain, including IRB and IFRS 9 components.
  • Design and develop regulatory compliant models / frameworks for ECL computation across various portfolios
  • Model development and/or validation or calibration for scoring, PD/LGD/EAD models
  • Sound knowledge of IRB, IFRS 9, CECL, BASEL guidelines
  • Conduct stress testing for credit risk, incorporating various scenarios and macroeconomic sensitivities.
  • Have experience in formulating and reviewing policies related to Credit Risk and various areas of Credit risk including ECL, Capital computation, stress testing etc.
  • Should have understanding of credit processes and controls in order to develop and optimize methodologies,
  • Perform gap analysis and benchmarking against regulatory guidelines and best practices.
  • Should have prior experience in model development, model validation or model monitoring with Indian /Global Banks.

Qualifications

  • Bachelor’s / master’s degree in finance, Economics, Statistics, Quantitative Finance, or a related field with 2-6 years of experience. A master’s degree or professional certifications (e.g., CA, FRM, CFA) are highly desirable. Strong proficiency in statistical tools and programming languages (e.g., SAS, R, Python, SQL) will be added advantage.
  • Experience working with banks, NBFCs or consulting firms
  • Knowledge of regulatory requirements specific to banking and financial services.
  • Excellent analytical, communication, and problem-solving skills..

Equal employment opportunity information

KPMG India has a policy of providing equal opportunity for all applicants and employees regardless of their color, caste, religion, age, sex/gender, national origin, citizenship, sexual orientation, gender identity or expression, disability or other legally protected status. KPMG India values diversity and we request you to submit the details below to support us in our endeavor for diversity. Providing the below information is voluntary and refusal to submit such information will not be prejudicial to you.

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Questions about this job

How do I apply for the Consultant/AM - Credit Risk job at KPMG India?

Use the apply link on this page: you apply directly with KPMG India on LinkedIn. Before you do, score your resume against this job description on Fitboard. It shows which skills and keywords the job asks for that your resume doesn't show, so you can fix them first.

What skills does KPMG India want for this Consultant/AM - Credit Risk role?

The job description asks for quantitative models, IRB, IFRS 9, ECL computation, scoring, PD/LGD/EAD models, stress testing and credit processes. Make sure your resume shows the ones you have, in the words the job uses: applicant tracking systems look for them.

How can I get a job at KPMG India?

Apply to the KPMG India roles that match your experience, and tailor your resume to each job description: for this role that means showing quantitative models, IRB, IFRS 9. A resume that matches the job's own keywords is more likely to get past screening. Fitboard scores your resume against this exact job for free.

Is this Consultant/AM - Credit Risk job remote or onsite?

This is based in Mumbai, Maharashtra.

Is it free to apply? Does Fitboard charge anything?

Applying is free: you apply directly with KPMG India, and this job page and its apply link cost nothing. Checking your resume against this job is free too, with 3 free scans when you sign in and no credit card needed.

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