Junior Credit Risk Modeler

Angajator: KPMG Romania
  • Banci
  • Contabilitate Finante
  • IT Software
  • Tip job: full-time
    Nivel job: Student/Absolvent
  • Actualizat la: 02.08.2021

    KPMG Romania is currently seeking a Junior Risk Modeler, Financial Risk Management

    KPMG’s Financial Risk Management (FRM) team advises clients on the development and implementation of risk management policies, systems, and solutions. We offer a broad range of financial risk management services to help financial institutions and corporate clients identify, measure, manage, and report the risks they face. Our scope of work covers the full spectrum of financial risks, such as credit risk, market risk, operational risk and liquidity risk; economic capital, capital management, stress testing, risk modelling and validations; and regulatory compliance issues. As a member of the FRM team, the successful candidate will be responsible for supporting the team with model development and validation and other quantitative activities in a great variety of risk and regulatory projects, mainly for banks and other financial institutions.

    Role and Responsibilities
    The successful candidate will:

    • Work closely with subject matter professionals as part of advisory engagements related primarily to credit risk
    • Perform quantitative tasks (model development, validation, research), particularly in credit risk modelling involving scorecards, PD/ LGD/ EAD modelling, stress testing, economic capital models etc.
    • Create model documentation describing business use, conceptual approach, mathematical logic, and implementation and testing approach for the model developed
    • Perform quantitative work related to the valuation of derivatives and market risk modelling
    • Develop other quantitative and statistical models based on client’s business and regulatory requirements
    • Build and maintain strong working relationships internally and with client personnel
    Skills and Qualifications:
    • BSc or MSc in Mathematics, Statistics, Computer Science, Financial Engineering, Finance, Econometrics, Economics, or other quantitative discipline;
    • Strong verbal and written communications skills in Romanian and English
    • Strong analytical and problem-solving skills
    • Experience with SAS, R, Excel-VBA is a plus
    • Excellent ability to manage timelines and meet tight deadlines
    • Ability to understand client challenges and propose value-added solutions
    KPMG in Romania offers:
    • Attractive remuneration package
    • A combination of great jobs to work on
    • Great colleagues to work with
    • Relevant professional development and training
    • Attractive career path

    Confidentiality will be ensured to protect the interests of applicants.
    Only preselected candidates will be invited to an interview.