SENIOR CONSULTANT - CREDIT RISK MODELLING | MILAN

Senior Consultant – Credit Risk Modelling| Milan   The chance to build a better future is right in front of you   Do Work That Matters - Your role and responsibilities Do you want to pursue a profession that is truly meaningful and impactful? At KPMG, you will have the opportunity to help clients, the company and colleagues address and solve the most current and complex challenges.
KPMG Advisory offers consulting services to companies to assist them in business model transformation, process improvement and digitisation, risk analysis and management, and support in extraordinary finance transactions.
When you join the Financial Risk team in Milan, you are going to work on Credit Risk Modelling projects for top-tier clients in the Financial Services sector.
Specifically, 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.
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distribution analysis, mean, variance, etc.); development of statistical models (i.
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inferential statistics.
regression analysis, discriminant analysis, etc.).
Come As You Are - Your skills and characteristics This is the perfect opportunity for you if.
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.
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SAS, STATA, e-views, R, Matlab, etc.) and/or programming languages (i.
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C++, SQL, VBA, etc.).
Your Future With Us - What you’ll find at KPMG An inclusive and equitable work environment that respects, encourages and values diversity.
A challenging and dynamic environment that encourages creativity and teamwork.
Hybrid work arrangements to promote a healthy work-life balance.
Advanced training and development programmes to stay current.
International mindset and innovative projects.
Initiatives focused on mental and physical well-being.
Together for Better – Our values and commitment Leadership, teamwork, respect every individual, continuous learning, transparency, commitment to the community and integrity.
These are the KPMG values that create an environment that encourages the sharing of ideas and knowledge, so our professionals can achieve their full potential.
As a result of our commitment to fostering an inclusive work environment, our Network has obtained ISO certification, which certifies compliance of the Diversity and Inclusion Management System, and UNI PdR 125, which certifies gender equality.
Within our Impact Plan - Our Impact Plan (kpmg.
om) - you will find summarised all the concrete actions we are taking on environmental, social and governance (ESG) issues.
Join us! Your data will be processed in full compliance with the provisions of Regulation (EU) no.
(General Data Protection Regulation - “GDPR”), as amended.
For more information, please see KPMG’s privacy policy.
KPMG Advisory S.
.
.
is an equal opportunity employer.
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