Junior Risk Modeler

Why KPMG?

We place significant emphasis on our people and their life context, fostering the KPMG culture with our values, energy and trust.

As a KPMG employee your career progression follows a well-defined career path where you have access to a wide range of formal and informal training opportunities, as well as new programs that explore leadership skills from the very beginning of your career in KPMG: The Intrapreneurship Program, Non Executives Millennial Board, Coaching Program etc.

Being part of KPMG means having the chance to work with many supportive and talented people, who are willing to share their experience & expertise with you. We also put technology at the heart of our daily activities by exploring new innovative approaches and encouraging our people to be groundbreaking in their thinking.

 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

 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