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Risk Advisory Credit Risk Senior
KPMG India
posted 1mon ago
Job Role Insights
Flexible timing
Key skills for the job
Job Description
Key Responsibilities
Credit Risk Model Development and Validation
Develop quantitative models within the credit risk domain, including IRB and IFRS 9 components.
Define solutions and frameworks for credit risk stress testing, ensuring internal model consistency and practical application.
Perform model validation and ensure compliance with regulatory frameworks such as Basel III and IFRS.
Conduct stress testing for credit risk, incorporating various scenarios and macroeconomic sensitivities.
Tool Development and Implementation for Credit Risk
Develop and implement tools in Python to simulate portfolio impacts for various scenario analyses related to credit risk.
Replicate existing tools built in SAS into Python to enhance efficiency and scalability.
Utilize SQL for data management and analysis, ensuring robust data handling and processing capabilities.
Has demonstrated skills in regression techniques such as linear, multiple, logistic and polynomial regression with a strong understanding of statistical concepts and methodologies, including hypothesis testing, confidence intervals, p-values, variable selection, model evaluation, and assumptions of regression analysis such as test for normality, multicollinearity, heteroskedasticity
Policy Formulation and Process Mapping
Frame and review policies related to Credit Risk and various areas of Credit risk including ECL, Capital computation, stress testing etc.
Develop and optimize methodologies.
Perform gap analysis and benchmarking against regulatory guidelines and best practices.
Stakeholder Management and Communication
Build strong relationships with internal and external stakeholders to facilitate the understanding and application of credit risk models, frameworks, and tools.
Provide sharp data analytics to contribute to key decisions related to credit risk management, ensuring insights are actionable and aligned with business objectives.
Communicate complex technical concepts to non-technical stakeholders effectively.
Technical Expertise and Continuous Improvement
Maintain proficiency in programming languages such as Python, SQL or SAS and explore
Stay updated with the latest developments in credit risk modeling, stress testing methodologies, and regulatory requirements.
Contribute to continuous improvement initiatives by identifying opportunities for process optimization and innovation.
Market and Geographical Exposure
Work on projects across different geographies and gain insights into diverse regulatory environments and market conditions.
Provide strategic credit risk insights and recommendations based on diverse market conditions and regulatory environments.
Employment Type: Full Time, Permanent
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What people at KPMG India are saying
Risk Advisor salary at KPMG India
reported by
5
employees
₹3.6
L/yr - ₹14.4
L/yr
9%
less
than the average Risk Advisor Salary in India
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What KPMG India employees are saying about work life
based on 5.1k employees
Flexible timing
Monday to Friday
No travel
Day Shift
KPMG India Benefits
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