Risk Advisory Credit Risk Manager

KPMG India; Bengaluru; On-site; INR 8,00,000 - 15,00,000; Full time

Job summary

An established industry player is seeking a Credit Risk Manager to join their dynamic team. This role involves developing and validating credit risk models, performing thorough data analysis, and ensuring compliance with regulatory standards. The ideal candidate will possess strong quantitative skills and proficiency in tools like Excel, SAS, and Python. Join a forward-thinking organization that values diversity and offers opportunities for professional growth in the finance and consulting sector. If you're passionate about risk management and eager to make a significant impact, this is the perfect opportunity for you.

Qualifications

• Strong quantitative and analytical skills with high attention to detail.
• Experience with model development, validation, or monitoring.

Responsibilities

• Develop and validate credit risk models using data analysis.
• Perform model validation through testing and scenario analysis.

Skills

Quantitative Analysis

Analytical Skills

Excel

PowerPoint

SAS

Python

R

Data Visualization

Education

CA

MBA (Finance)

M.Sc. (Statistics)

Tools

Power BI

Job description

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About KPMG in India

KPMG entities in India are professional services firms affiliated with KPMG International Limited. Established in India in August 1993, our professionals leverage a global network and are well-versed with local laws, regulations, markets, and competition. We have offices across India including Ahmedabad, Bengaluru, Chandigarh, Chennai, Gurugram, Jaipur, Hyderabad, Kochi, Kolkata, Mumbai, Noida, Pune, Vadodara, and Vijayawada.

KPMG offers services to national and international clients across various sectors, focusing on rapid, performance-based, industry-specific, and technology-enabled solutions, combining global insights with local expertise.

Responsibilities

• Develop and validate credit risk models, including exploratory data analysis, roll rate, vintage analysis, defining good/bad, factor selection, logistic/linear regressions, and scorecard calibration.
• Perform model validation through data analysis, validation testing, back-testing, scenario analysis, and sensitivity analysis.

Qualifications

• Strong quantitative and analytical skills with high attention to detail.
• Proficiency in Excel and PowerPoint; knowledge of visualization tools like Power BI is advantageous.
• Knowledge of investment banking products and regulatory environment.
• Experience with SAS, Python, R.
• Educational qualifications: CA, MBA (Finance), M.Sc. (Statistics).
• Certifications such as CFA or FRM are preferred.

Additional Requirements

Prior experience in model development, validation, or monitoring with GSIBs or Indian banks is required.

Employment Details

• Seniority level: Entry level
• Employment type: Full-time
• Job function: Finance and Sales
• Industry: Business Consulting and Services

KPMG India values diversity and provides equal employment opportunities regardless of background or identity. Submission of diversity information is voluntary.