Kpmg India Services Llp

Senior - FS - CRA - BLR

Kpmg India Services Llp
Bengaluru/Bangalore
Not disclosed
Work from OfficeWork from Office
Full TimeFull Time
Min. 2 yearsMin. 2 years

Job Description

Senior - FS - CRA - BLR

Job details

Proposed designation
Senior
Role type
Individual Contributor
Work with our clients primarily in the US/UK market to assist them in credit risk engagements pertaining to model
development/validation.
Geo to be supported
UK
Work timings
9:00AM to 5.30PM

Roles and Responsibilities

Model development/validation/audit/review primarily for one or more credit loss forecasting models in either retail or wholesale
domain primarily for IRB models as well as for IFRS9/CECL/CCAR/DFAST reporting including PD/EAD/LGD component
models. Validation process involves understanding of the relevant regulatory requirements, development document, testing
and benchmarking using SAS, R or Python and report writing.
A strong understanding of UK and EBA regulatory environment and regulations related to IRB models. Knowledge of other
relevant standards such as IFRS9 is a plus
Assist with other model development/validation activities for Underwriting scorecard, Credit Scoring, behavioral models,
economic scenario models or automation activities related to validation when required
Model validation including assessing conceptual soundness, critical assessment of the testing performed by the model
developers to support the integrity and accuracy of the model implementation and its fit-for-purpose, designing to evaluate the
model’s predictive power and its robustness uncertainty through the development and use of alternative benchmark models
and compliance assessment against the relevant regulatory standards
Independent model testing and formulation of supporting analysis required to address validation findings and regulatory
feedback.      

 

This role is for you if you have  the below

Educational qualifications

Advanced degree in Math, Statistics, Economics or any other Analytical disciplines
Any Graduate + MBA in finance with relevant experience/exposure.
Additional certifications: Professional Certification such as FRM, CFA preferred

Work experience

Prior experience of  2-4 years working in the Risk Management/Analytics division in large banks and/or tier 1 consulting
organizations like Big 4 or captives of top tier banks is preferred
 

Mandatory technical and functional skills

Credit loss forecasting models in either retail or wholesale domain primarily for IRB models as well as for
IFRS9/CECL/CCAR/DFAST reporting including PD/EAD/LGD component models. Validation process involves understanding of the
relevant regulatory requirements, development document, testing and benchmarking using SAS, R or Python and report writing.
A strong understanding of UK and EBA regulatory environment and regulations related to IRB models. Knowledge of other relevant
standards such as IFRS9 is a plus
Strong understanding of regulatory requirements related to model risk management including but not limited to SR11-7/SR15
18/CCAR/DFAST/CECL/IFRS9Strong analytical skills. ).
Programming skills: SAS (primary, minimum requirement), Python (secondary) and R (tertiary).
 

Key behavioral attributes/requirements

Ability to work independently and motivate team members.
Excellent written and verbal communication skills.
 

Other information

Interview process: Minimum 3 rounds of Interview.
Does the job role invol travelling: No

Experience Level

Senior Level

Job role

Work location
Work locationBangalore, Karnataka, India
Department
DepartmentRisk Management & Compliance
Role / Category
Role / CategoryRisk Management - Finance
Employment type
Employment typeFull Time
Shift
ShiftDay Shift

Job requirements

Experience
ExperienceMin. 2 years

About company

Name
NameKpmg India Services Llp
Job posted by Kpmg India Services Llp

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