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1035 KPMG India Jobs

Risk Advisory Credit Risk Senior

2-5 years

Bangalore / Bengaluru

1 vacancy

Risk Advisory Credit Risk Senior

KPMG India

posted 4mon ago

Job Description

Should have prior experience in model development, model validation or model monitoring with GSIBs or Indian Banks. Good understanding of Credit Risk Model Development steps starting with exploratory data analysis, roll rate, vintage analysis, good/bad definitions, factor selections, logistic/ linear regressions including assumptions and limitations, scorecard calibration Credit Risk Model Validation starting from data preparation and analysis, validation tests, back testing, scenario analysis, sensitivity analysis Time Series analysis and forecasting Economic Capital computation Sound knowledge of IRB, IFRS 9, CECL, CCAR, SR-11-7, Scorecard, Wholesale Retail Portfolio, credit card, CRD, CRR guidelines. Regulatory Guideline - PRA, EBA, FED, HKMA Degree/ Qualified
.

Employment Type: Full Time, Permanent

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Prepare for Risk Advisor roles with real interview advice

Top KPMG India Risk Advisor Interview Questions

Q1. While working late at night, you figure out that the data available with you has something missing. You've been working on the data for the ... read more
Q2. Without the help of internet help me calculate the no. of white cars sold in Mumbai every year. Not the method as to how you calculate the f ... read more
Q3. "A woman came to the market to sell eggs. The first customer bought half of her eggs and a half of an egg. The second customer bought half o ... read more
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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
View more details

What KPMG India employees are saying about work life

based on 5.6k employees
66%
89%
50%
93%
Flexible timing
Monday to Friday
No travel
Day Shift
View more insights

KPMG India Benefits

Health Insurance
Work From Home
Cafeteria
Soft Skill Training
Job Training
Team Outings +6 more
View more benefits

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