KPMG - Consultant - Credit Risk Modeling

ROLE & RESPONSIBILITIES

- Consultants are typically project leaders/project team members who will be involved in working for any one of the following areas

- Treasury middle office or front office (preferably in a bank or corporate treasury) - The candidate should have sound understanding of policies, procedures and regulatory reporting requirements

- Credit policy & processes, credit scoring, credit risk modeling

- Risk analytics and modeling

- Senior Consultants may play the role of team leader on engagements with 1-3 team members reporting to them for the project. AMs have responsibility of reviewing the work done (Deliverables) by the team members

- Interact with the client representatives for the ongoing requirements of the project

- Proactively does sales oriented reporting during projects. These would include identifying possible business opportunities for various practices within KPMG

- Consistently deliver quality client services and take charge of the project area assigned to him/her

- Monitor progress, manage risk and verify key stakeholders are kept informed about progress and expected outcomes

- Demonstrate in-depth technical capabilities and professional knowledge. Demonstrate ability to assimilate to new knowledge

- Possess good business acumen. Remain current on new developments in advisory services capabilities and industry knowledge

- The job would require travel to client locations anywhere within India and abroad

THE INDIVIDUAL

- Good understanding of treasury or credit products

- Exposure to treasury/credit risk IT systems will be preferred (e.g. SAS, Oracle, SPSS, Murex, Summit, Kondor Plus, Opics, OFSA, IPS Sendero, Sungard Adaptive, Calypso, Algo, Reveleus etc.)

- Sound working knowledge of Basel II Accord and related areas for credit and market risks

- Direct exposure to hedging in a corporate treasury environment would be a plus

- Sound understanding of financial modeling and econometrics will be preferred

- Should have prior experience in risk related areas, viz., credit, market/treasury, operational, commodity risks

- Should have strong communication skills with client facing experience

- Possess strong domain knowledge, understanding of business processes and possible risks in operations of at least one industry sector

- Strong analytical and problem solving skills. Possess strong data analytics skills and knowledge of advanced data analytical tools will be an advantage

- Consistent display of leadership skills

- Have the ability to work under pressure - stringent deadlines and tough client conditions which may demand extended working hours. Ability to work well in teams

- Demonstrate integrity, values, principles, and work ethic and lead by example

QUALIFICATION

- Postgraduate with 4-8 years of experience in Banks, Rating Agencies, Consulting Firms, Corporate Treasury, Analytical Software Companies

- People with CFA/ FRM degrees will be preferred

- Knowledge of risk management system (SAS, Oracle, SPSS etc) and language (R, Python, Java, C++ etc) will carry additional weightages

SELECTION PROCESS

- Candidates should expect minimum 3 rounds of personal or telephonic interviews to assess fitment and communication skills

COMPENSATION

- Compensation is competitive with industry standards. Details of the compensation breakup will be shared with short-listed candidates only