Consultant-Credit Risk Modeler – KPMG

Frissdiplomás Kft.



his is the perfect opportunity for you if you have…
1-5 years of professional experience in credit risk modelling or validation;
strong academic background with a degree in a quantitative discipline, such as economics, finance, statistics, or mathematics;
demonstrated proficiency in at least one programming language, such as R, Python, SAS;
knowledge of Basel III, EBA model development guidelines, and IRB-Advanced modelling requirements;
familiarity with IFRS 9 modelling framework and standards is a plus;
basic knowledge of bank modelling framework, standards, regulations, and financial products;
strong interest in quantitative modelling, portfolio and risk models;
familiarity with machine learning algorithms and their application to financial problems is a plus;
accurate work style, ability to work both independently and collaboratively in a team;
excellent command of written and spoken English;
high level of flexibility and ability to handle periodic workload peaks.
As part of our team, we will count on you to…
participate in various risk management and quantitative risk modeling projects for banking and other sectors;
participate in model validation projects for a wide variety of risk models;
support audit teams as a quantitative expert during the validation of IFRS 9 ECL models;
contact with clients and actively support project planning and coordination;
in support of business development, participate in customer meetings, prepare and present professional materials.
We’ll provide you the opportunity to…
be the part of a young, dynamic and motivated team,
improve yourself through on the job learning and professional mentoring
work with prestigious clients in Hungary and across the Globe,
get to know the most exciting projects in the banking and insurance sector,
flexible working options – most of the time we work at home, but you can work from the office at any time if you want, over the mandatory 1 day/week office day,
competitive remuneration package.

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