This job offer is not available in your country.

Senior Consultant - Credit risk modeler

KPMG HungaryBudapest, Hungary

30+ days ago

Job description

Are you excited to see what the future holds?

Do you prefer taking things one step at a time?

Or just the opposite, and you're ready to push the limits?

Perhaps you're already taking on the next big challange?

Whether you're a fresh grad dreamer, a thoughtful career planner, or an experienced pro - endless opportunities await you here.

We provide the frame - it's up to you to discover your potential within it.

We help our clients with industry-specific services to create value and manage risks. Our wide-ranging client portfolio enables you to gain real-life experience in industries such as telecommunications, energy, IT, finance or sports, and to work on ground-breaking projects.

This is the perfect opportunity for you if you have...

at least 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;
demonstrated knowledge of IFRS 9 modelling framework and standards;
comprehensive knowledge of bank modelling frameworks, 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...

coordinate and participate in various risk management and quantitative risk modelling 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;

coordinate the work of the junior team members and help them grow professionally.

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;

have flexible working schedule with our hybrid office presence policy and respect for your work / life balance,

competitive remuneration package.

Create a job alert for this search

Senior Consultant • Budapest, Hungary