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KPMG India

Compare

3.5

based on 5.1k Reviews

959 KPMG India Jobs

Risk Advisory Credit Risk Senior

KPMG India

3.5

based on 5.1k Reviews

2-5 years

Mumbai

1 vacancy

Risk Advisory Credit Risk Senior

KPMG India

posted 1mon ago

Job Role Insights

Flexible timing

Key skills for the job

SQL Clinical Data Management Clinical SAS Programming IFRS Continuous Improvement Stakeholder Management

+ 3 more

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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People are getting interviews at KPMG India through

(based on 495 KPMG India interviews)

Job Portal

Referral

Campus Placement

Company Website

Recruitment Consultant

Walkin

28%

19%

18%

21% candidates got the interview through other sources.

High Confidence

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

View more details

What KPMG India employees are saying about work life

based on 5.1k employees

67%

89%

50%

93%

Flexible timing

Monday to Friday

No travel

Day Shift

View more insights

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