Risk Advisory Credit Risk Senior

6 days ago


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

KPMG entities in India are professional services firm(s). 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.

KPMG entities in India offer services to national and international clients in India across sectors. We strive to provide rapid, performance-based, industry-focused and technology-enabled services, which reflect a shared knowledge of global and local industries and our experience of the Indian business environment.
We are seeking highly skilled professionals to 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.

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. KPMG India values diversity and we request you to submit the details below to support us in our endeavor for diversity. Providing the below information is voluntary and refusal to submit such information will not be prejudicial to you.
Bachelor's degree in a quantitative field such as Statistics, Mathematics, Economics, Engineering, or related disciplines. Master's degree preferred.

At least 2 years of relevant experience, with a proven track record of leadership and project management in the field of IRB modelling and validation.

Proficiency in statistical analysis tools such as R or Python, with a focus on credit risk modelling.

Strong knowledge of regulatory requirements related to IRB model risk management, including SR 11-7 and Basel III.

Demonstrated experience in managing and leading teams focused on IRB applications.

Familiarity with industry-standard IRB model validation frameworks.

We are committed to creating a diverse and inclusive work environment where our employees feel valued, respected, and supported. Apply now for a chance to be part of our team and contribute to the growth and success of KPMG India.

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