Risk Management Specialist

1 week ago


Mumbai, Maharashtra, India KPMG India Full time
About KPMG India

KPMG entities in India are professional services firms, affiliated with KPMG International Limited. Established in 1993, we leverage the global network and local expertise to deliver industry-focused services.

Job Description

We are seeking a Risk Management Specialist to join our team. The successful candidate will have prior experience in credit risk model development, validation, and monitoring, with strong analytical and quantitative skills.

The role involves:

  • Developing, validating, and monitoring credit risk models for GSIBs and Indian Banks
  • Conducting exploratory data analysis, vintage analysis, and scorecard calibration
  • Validating credit risk models through back testing, scenario analysis, and sensitivity analysis
  • Time series analysis and forecasting
  • Economic capital computation

The ideal candidate will have a strong understanding of regulatory guidelines, including IRB, IFRS 9, CECL, CCAR, and SR-11-7. A degree in a quantitative field or certifications like FRM/CA/MBA(Finance) would be beneficial.

Salary and Benefits

We offer a competitive salary package, commensurate with experience, along with benefits like health insurance, retirement plan, and opportunities for career growth.

Estimated annual salary: ₹1,500,000 - ₹2,500,000 (dependent on qualifications and experience)



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