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Analyst - Credit Modeller

Date: Jul 9, 2019

Location: Manchester, United Kingdom

Company: KPMG UK

AutoReq ID145931BR
Job TitleAnalyst - 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 DescriptionRoles Responsibilities:

- Credit model development, validation and review activity Model data extraction and pre-processing
- Technical analysis for workstreams within both IFRS9 and credit risk modelling engagements. This includes critically assessing the staging criteria adopted by our clients, helping our clients design and implement staging criteria, critically assessing and conducting impact assessments of various technical decisions on expected credit losses (eg expected lives, definition of default etc)
- Modular model development User acceptance testing Model performance assessments
- Using programming languages like R, Python, SAS, or SQL to perform data extraction and data quality analytics
- Production of model monitoring reports
- Stakeholder Interaction and Challenges
- Communication of risk/finance requirements of modelling to the reciprocal function, i.e. risk to finance and finance to risk.
- Contribute in a senior capacity to a broad range of credit risk engagements.
Qualifications and Skills Required:

- Minimum 18 months relevant experience in credit risk modelling techniques.
- Excellent oral / written communication
- Ability to understand and execute programming code including VBA, R, Python, SAS, MatLab, C++, SQL etc
- Relevant sector 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

Opening Date: 15th July 2019
Closing Date: 12th August 2019
Salary: Competitive plus negotiable benefits and bonus

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.

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