Senior Risk Advisory Specialist
4 weeks ago
KPMG entities in India are professional services firms. These Indian member firms are affiliated with KPMG International Limited. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets and competition.
We are seeking a highly motivated and experienced professional to join our Model Validation team. As part of the team, you will play a crucial role in enhancing and validating mathematical models used in various industries to assess risk, drive business decisions, and optimize performance, with a specific focus on models for Internal Ratings-Based (IRB) applications in the financial sector.
Requirements:
1. Bachelor's degree in a quantitative field such as Statistics, Mathematics, Economics, Engineering, or related disciplines. Master's degree preferred.
2. Atleast 2 years of relevant experience, with a proven track record of leadership and project management in the field of IRB modelling and validation.
3. Proficiency in statistical analysis tools such as R or Python, with a focus on credit risk modelling.
4. Strong knowledge of regulatory requirements related to IRB model risk management, including SR 11-7 and Basel III.
5. Demonstrated experience in managing and leading teams focused on IRB applications.
6. Familiarity with industry-standard IRB model validation frameworks.
Equal employment opportunity information
KPMG India has a policy of providing equal opportunity for all applicants and employees regardless of their color, caste, religion, age, sex/gender, national origin, citizenship, sexual orientation, gender identity or expression, disability or other legally protected status.
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