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Advisor/Analyst - Credit Modeller

Date: Jul 1, 2019

Location: Manchester, United Kingdom

Company: KPMG UK

AutoReq ID145715BR
Job TitleAdvisor/Analyst - Credit Modeller
CountryUnited Kingdom
FunctionRisk Consulting
Service LineFRM
Service Line InformationUsing a wide variety of technical and sector-specific skills, KPMG's Risk Consulting group proactively helps clients increase profits whilst reducing reputational, operational, financial and other risks. We are experienced in managing diverse issues including fraud, regulatory compliance, risk frameworks and modelling, capital efficiency, corporate governance, dispute resolution, deriving value from contracts and much more.

As subject matter experts with a breadth of experience and specialism across industry, consulting, academia and regulators, the risk team offer the skills and levers to provoke and support complex and unique risk transformational projects in the financial services industry.

KPMG OverviewKPMG is part of a global network of firms that offers Audit, Tax & Pensions, Consulting, Deal Advisory and Technology services. Through the talent of over 16,000 colleagues, we bring our creativity and insight to our clients’ most critical challenges.
With offices across the UK, we work with everyone from small start-ups and individuals to major multinationals, in virtually every industry imaginable. Our work is often complex, yet our vision is simple: to be the clear choice for our clients, for our people and for the communities we work in.

Job Description
Summary of the Role Purpose

Advising clients on the impact of changing requirements in provision accounting standards (IFRS9) and helping clients validate or build credit risk measurement models.
The individual will also be expected to technical analysis for workstreams within both IFRS9 and credit risk modelling engagements.

The individual will also be required to apply their skills to a broad range of credit risk related issues supporting both regional and national propositions

Description of the Role

Minimum 18 months relevant experience required. Experience in credit risk modelling techniques. Detailed working knowledge and experience of all aspects of model development and validation including the following:
- Data extraction and pre-processing
- Modular model development
- User acceptance testing Model performance assessments
- Production of model monitoring reports
- Stakeholder Interaction and Challenges
- Ability to communicate risk/finance requirements of modelling to the reciprocal function, i.e. risk to finance and finance to risk.
- Flexibility and agility to contribute in a senior capacity to a broad range of credit risk engagements.
- Excellent oral / written communication
Impact Risk, Accountability and Governance

- Responsible for performing model validation and review activity.
- Responsbile for managing work activities and demonstrating proactivity in supporting others skills
- Flexibility to work across the UK (and internationally) where required
The Person



- Ability to understand and execute programming code including VBA, R, Python, SAS, MatLab, C++, SQL etc
- Relevant Sectoral experience – Developing Retail/ Wholesale banking PD/EAD/LGD models and scorecards understanding the modelling steps required in developing credit models Experience in reviewing models

- IRB/Capital models and regulation
- IFRS9 experience
- Understanding of stress

Our Deal

Flexible Working

Our employees have many varied work schedules to suit their individual needs!

Our intelligent working options range from role sharing and flexible start and finish times, to home working and more informal arrangements agreed within teams.

Check out examples of KPMG employees enjoying different working patterns on our website and please do share your own individual requirements with us.

Applying with a DisabilityAs a member of the Business Disability Forum we're committed to ensuring a great experience for colleagues with a disability. Should you be successful after the initial application stage, please discuss any adjustments that you may require with your recruitment contact.

KPMG's commitment to diversity

We are proud of the value we place on individuality. We want you to bring your full self to work and maximise your potential. KPMG is a place where everyone can thrive, whatever their gender, ethnicity, disability, sexual orientation and socio-economic background.

Policy for Agencies

KPMG has a commitment to sourcing candidates directly and as such we do not accept speculative CV’s from agencies. Please check here to see our policy on agencies: Policy

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