Risk Modelling Specialist

1 month ago


London, Greater London, United Kingdom KPMG Full time
Job Title: Assistant Manager

Job Summary:

We are seeking an experienced Assistant Manager to join our Credit Risk Assurance team at KPMG. As a key member of our team, you will be responsible for executing and documenting quantitative testing conducted by the team.

Key Responsibilities:
  • Organise and execute workstreams of quantitative testing to ensure accurate and reliable results.
  • Conduct assessments of audited entity model documentation against industry standards and best practices.
  • Annotate code produced by audited entities and reconcile code functionality with documentation.
  • Reperform output of audited entity code using independent software packages.
  • Determine independent estimates of model output using KPMG assumptions.
  • Complete associated documentation for quantitative testing in a clear and concise manner.
  • Supervise, coach, and train junior team members on engagements.
About the Role:

This role offers exposure to a wide range of techniques used by institutions, from globally systemically important banks to small credit providers. You will have access to the latest technology, including cloud-based data processing and software packages like Python, R, and SAS.

As a Credit Risk Modelling Assistant Manager, you will be part of a dynamic team that reviews and challenges complex statistical models used within audited entities. Your technical specialist role will support the external audit of credit risk models, ensuring compliance with industry standards and best practices.

Requirements:

To be successful in this role, you will need to have a strong background in quantitative analysis and a deep understanding of credit risk modelling. You should be able to work independently and as part of a team, with excellent communication and interpersonal skills.

We are looking for a highly motivated and experienced professional who is passionate about credit risk modelling and quantitative analysis. If you are a detail-oriented individual with a strong analytical mindset, we encourage you to apply for this exciting opportunity.



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