Quantitative credit risk manager

Function And Business Unit Financial Risk Management – Credit Risk and Capital Management Description Of The Role And Purpose Of The Job

We have an exciting opportunity to join our Financial Risk Management business unit, since we are looking to fill a Manager position in our Credit Risk & Capital Management team. We are a specialist function within KPMG’s Advisory Practice which has as its main purpose to assist clients with the development and review of often complex statistical models used to quantify financial risks. The Credit Risk & Capital management team is made up of credit risk modellers and analysts from a broad and diverse range of quantitative backgrounds, including mathematics, statistics, engineering and actuarial.

Job Title/position

Credit Risk Manager

Number Of Positions

2

Key Responsibilities Development and review of credit risk model both for provisioning and regulatory capital requirement purposes Support with managing projects in the pla...