Credit Risk Manager

Overview

Job title / position : Credit Risk Manager

Number of positions :

Function and Business Unit :

Financial Risk Management - Credit Risk and Capital Management

Description of the role and purpose of the job :

We have an exciting opportunity to join our Financial Risk Management business unit, since we are looking to fill a Manager position in our Credit Risk & Capital Management team. We are a specialist function within KPMG's Advisory Practice which has as its main purpose to assist clients with the development and review of often complex statistical models used to quantify financial risks. The Credit Risk & Capital management team is made up of credit risk modellers and analysts from a broad and diverse range of quantitative backgrounds, including mathematics, statistics, engineering and actuarial.

As a Manager, you will not only have a technical specialist role in the auditing and the development of credit risk models (IFRS9, scorecards, etc.), but also assist the Senior Manger with responsibilities with regard to the planning, organization and quality control of projects. The role offers exposure to a wide range of modelling techniques used by banks ranging from smaller local credit providers to globally systemically important banks. It also provides access to the latest technologies and developments, and you will be able to hone your coding skills in packages like Python, R and SAS.

Responsibilities

• Development and review of credit risk model both for provisioning and regulatory capital requirement purposes
• Support with managing projects in the planning / budgeting, execution, and close-out phases.
• Assisting with the coding and automation of financial risk management models
• Participating in building a coaching culture aimed at getting the best out of others in an environment where everyone in the team feels empowered to speak up or challenge where appropriate.

Skills and attributes required for the role

Minimum requirements to apply for the role (including qualifications and experience) :

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