Consultant, Credit Risk Management

Job title: Consultant, Credit Risk Management

Job description: Job Description:

Overview

To support its strong growth, KPMG’s Financial Risk Management is recruiting professionals in the financial services sector. Our team is involved in a variety of projects with clients exclusively in the financial services industry, including asset managers, pension funds and major Canadian banks. The FRM team carries out engagements related to:

• Investment and financial risk management
• Quantitative modelling and credit risk management
• Implementation of technological solutions to fulfill investment, asset management and risk management needs
• Operational risk management
• Actuarial science

You are highly motivated and enthusiastic about taking on various challenges and working on projects of strategic importance. You have a strong ability to home in on key quantitative and qualitative concepts to develop value added recommendations for our clients. You are a big-picture thinker and grasp new concepts quickly.

You have an excellent academic record and high intellectual curiosity. You are a team player able to adapt quickly to new challenges and demonstrate a keen sense of initiative and resourcefulness. You are disciplined and constantly strive to deliver superior quality work.
What you will do

• Help carry out engagements regarding model reviews, strategic support and model development. Engagements may cover the following types of activities:

• Quantitative and econometric modelling in the context of credit risk management (PD, LGD, EAD, stress testing, economic capital, etc.)
• Project planning, progress monitoring, and implementation of new functionalities
• Gather and challenge business requirements and translate them into technical specifications
• Development of tools and analytics
• Financial risk management, including the metrics and models used and governance
• Support managers in drafting deliverables
• Quickly grasp concepts and issues that are key to meeting client needs and suggest potential solutions or areas for improvement
• Interact effectively with other team members and clients (internal and external)
• Ensure strategic alignment of proposed business solutions
• Communicate analysis results in a clear and concise manner to relevant stakeholders
• Support the team as needed on engagements involving control and governance reviews or requiring quantitative analysis (including statistical factors

What you bring to the role

General Qualifications

• Understanding of how financial markets work and who is involved in them (banks, pension funds, private asset managers, etc.)
• Ability to clearly structure and summarize a number of concepts and make compelling recommendations
• Skilled at producing compelling presentations and reports
• Strong analytical and problem-solving skills
• Excellent communication skills (both verbal and written)
• Sense of initiative and strong organizational and priority management skills
• Demonstrated ability to learn and succeed in a fast-paced, high-pressure environment
• Excellent teamwork and relationship building skills
• A proven ability to handle a broad range of activities with competing priorities
• Highly disciplined and detail-oriented

Specific Qualifications

• Knowledge of statistical and econometric modelling techniques (linear and logistic regression, time series, survival models, variable selection methods, etc.)
• Knowledge of a programming language (Matlab, Python, R, SAS, VBA)
• Knowledge of credit risk models in a banking context (PD, LGD, EAD, etc.) (an asset)
• Knowledge of Basel requirements and calculation of economic and regulatory capital related to credit risk (an asset)
• Knowledge of Canadian regulatory requirements (CAR, ICAAP) and relevant accounting standards (IFRS 9) (an asset)

Keys to Your Success

• Graduate diploma in finance, financial engineering, economics, financial economics, mathematics, statistics or any related field
• 0 to 4 years of experience in data science, statistical and quantitative modelling/validation, or other similar relevant experience

For more information about KPMG in Canada’s Benefits and well-being, click
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KPMG in Canada is a proud equal opportunities employer and we are committed to creating a respectful, inclusive and barrier-free workplace that allows all of our people to reach their full potential. A diverse workforce is key to our success and we believe in bringing your whole self to work. We welcome all qualified candidates to apply and hope you will choose KPMG in Canada as your employer of choice. For more information about Inclusion, Diversity & Equity in Recruitment, please click .

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Company: KPMG

Expected salary:

Location: Montreal, QC

Job date: Thu, 10 Nov 2022 08:48:59 GMT

Job Source: Careerjet.ca

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