Risk Management Specialist
1 week ago
About KPMG in India
KPMG entities in India are professional services firms. These Indian member firms are affiliated with KPMG International Limited.
We were established in India in 1993 and have offices across the country, including Ahmedabad, Bengaluru, Chandigarh, Chennai, Gurugram, Hyderabad, Jaipur, Kochi, Kolkata, Mumbai, Noida, Pune, Vadodara, and Vijayawada.
Our professionals leverage the global network of firms to provide industry-focused and technology-enabled services. We strive to deliver rapid, performance-based, and knowledge-driven solutions that reflect our shared understanding of global and local industries and the Indian business environment.
Credit Risk Role
Risk management involves identifying, assessing, and mitigating risks. In this role, you will work closely with clients to develop and implement effective credit risk models. Your primary responsibilities will include:
- Developing credit risk models using statistical techniques such as logistic regression and linear regression.
- Validating existing credit risk models to ensure they accurately predict default probabilities.
- Analyzing time-series data to forecast future trends and identify potential risks.
- Calculating economic capital to determine the maximum loss a bank can absorb while maintaining its solvency.
You should have a good understanding of regulatory requirements such as IRB, IFRS 9, CECL, CCAR, SR-11-7, Scorecard, Wholesale & Retail Portfolio, credit card, CRD, and CRR guidelines.
Requirements and qualifications
To be successful in this role, you should have a solid background in statistics and mathematics, as well as excellent analytical and problem-solving skills.
Benefits
KPMG India is committed to providing equal employment opportunities for all applicants and employees, regardless of their background or characteristics. Our company values diversity and strives to create an inclusive work environment.
Education
We welcome applications from qualified individuals who hold a Master's degree in Business Administration (MBA) or a related field.
Estimated salary range: ₹800,000 - ₹1,200,000 per annum
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