Credit Risk Assistant Manger

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About KPMG

The KPMG Consulting function is a cornerstone of our business. Operating from London, we do work that matters, serving the country with diligence and expertise.

KPMG is one of the world's largest and most respected consultancies. We've supported the UK through times of war and peace, prosperity and recession, political and regulatory upheaval. We've proudly stood beside the institutions and businesses which make the UK what it is.

By encompassing a wide range of disciplines across areas such as Strategy, Forensic, Risk and Regulatory, People and Talent, and Operational and Financial Transformation, we become immersed in our clients' organizations, applying sector knowledge and technology solutions to deliver the best outcomes and get it right first time.

Why Join KPMG as a Credit Risk Assistant Manager?

You will advise clients on the impact of changing requirements in provision accounting standards (IFRS9) and Basel credit risk capital requirements (IRB).

The role involves performing technical analysis for workstreams within IRB, IFRS9, and credit risk modeling engagements.

You will also apply your skills to a broad range of banking risk-related issues supporting regional and national propositions.

Key Responsibilities

• Assessment of model performance
• Replication testing
• Reviewing models against IRB regulatory requirements

Minimum Requirements

• At least 3 years of experience in a credit risk modeling role within a financial or professional services firm
• Practical experience in credit risk modeling techniques
• Knowledge of accounting and risk requirements related to IRB, IFRS9, and other regulatory credit risk models
• Experience in model development and validation, including data extraction, user acceptance testing, and developing Retail/Wholesale banking PD/EAD/LGD models
• Understanding of credit risk processes, governance, and documentation

Key Skills

• Ability to communicate risk/finance requirements of IRB and IFRS9 effectively
• Programming skills in SAS, R, Python
• Flexibility and capacity to contribute in a senior capacity across various banking risk engagements
• Excellent communication, planning, project management, networking, and influencing skills
• Willingness to work across the UK and internationally as needed

Locations

We are open to discussing opportunities for Credit Risk Assistant Managers in the UK, where the team is based.

With 20 sites across the UK, options include office work, remote work, flexible hours, and part-time arrangements. Please discuss your needs with our team.

Learn More

Within Consulting, we have various divisions and specialisms. Click the links below to find out more:

• Consulting at KPMG
• ITs Her Future Women in Tech programme
• KPMG Workability and Disability Confidence

For additional support in applying, please click the links to find out more.