SENIOR CONSULTANT - CREDIT RISK QUANT

Credit risk modelling Risk consulting – Regulatory & risk advisory Milan     Do you like risk? Be Quant!   Our  Regulatory & risk advisory line of services is at the forefront of KPMG Advisory’s outstanding performance.
Our lead partner heads the global KPMG network's Financial risk management practice.
Our professionals help clients across all industries achieve robust financial risk management frameworks in accordance with national and international regulations, contributing to better decision making and enhancing results.
The KPMG quantitative credit risk team   is an international centre of excellence.
Led by trusted and inspiring leaders, our quantitative experts help leading international banking and insurance groups respond more effectively to rapidly changing customer needs in an increasingly complex regulatory environment.
Join us and actively contribute to our global goal.
effectively managing the expanding modelling landscape, moving from a time-consuming, labour-intensive, expensive V1.
approach to a time-, labour- and cost-efficient V2.
approach.
Your solid skills will be put to full use, putting you at the centre of a first-class environment, where you will contribute first-hand to the success of our clients and your own professional growth.
Through challenging projects you will gain deep, specialised experience in all aspects of the banking and insurance industry.
As part of the   KPMG credit risk modelling team   in   Milan, you will be responsible for strategic projects.
In particular, you will be tasked with.
quantitative analysis using statistical techniques; credit risk management based on quantitative aspects.
development/internal validation of credit risk models under Basel pillar I (PD, LGD, EAD); development/internal validation of models under Basel pillar II (economic capital/stress testing); database analysis (descriptive statistics – i.
.
distribution analysis, mean, variance, etc.); development of statistical models (i.
.
inferential statistics.
regression analysis, discriminant analysis, etc.).
The ideal candidate has.
two to three years of credit risk management experience, ideally gained with specialised consulting companies or top-tier banking or financial institutions; a master’s degree or PhD in statistics, mathematics, engineering, physics or a related field; proficiency in English, preferably with study and/or work experience abroad; excellent Microsoft Office skills and good knowledge of software for statistical analysis (i.
.
SAS, STATA, e-views, R, Matlab, etc.) and/or programming languages (i.
.
C++, SQL, VBA, etc.).
You are a problem solver and never lose sight of your goals.
You have strong interpersonal skills and are a team player.
Your motivation and enthusiasm inspire confidence and empower change.
You enjoy taking on challenges and are comfortable in fast-changing situations where your leadership abilities make the difference.
Businesses demand a broad mix of   advisory services   as they seek to address the myriad challenges and opportunities presented by a persistently volatile and complex economic environment.
Our advisory experts work across the corporate health spectrum covering areas as diverse as profitability, transformation, technology, risk, growth, structure and operations.
Your data will be processed in full compliance with the provisions of Regulation (EU) no.
(General Data Protection Regulation - “GDPR” or the “Privacy legislation”), as amended.
Please see KPMG's   privacy policy   for further information.
KPMG Advisory S.
.
.
is an equal opportunities employer #LI-FN1