Credit Risk Modeling Senior Consultant

As a part of KPMG CreditRisk Modeling Team in Milan youwill be accountable for organizational issues within complex Risk Managementprojects following Basel and Solvency II standards.
In particular, you will beresponsible for: - Quantitative analysis using statistical techniques - Credit Risk Management based on quantitative aspects: Development/internal validation of credit risk models under Basel pillarI (PD, LGD, EAD) Development/internal validation of models under Basel pillar II (economic capital/stress testing) - Database analysis (descriptive statistics - distribution analysis,mean, variance, etc.)
- Development ofstatistical models ( inferential statistics: regression analysis,discriminant analysis, etc.)
To be the successful candidate, you will have: - Master's degree in Business, Statistics, Mathematics - 2 to 5 years of experience in Credit Risk management, ideally gained inspecialised consulting firms, top tier banking or financial institutions - Good knowledge of software for statistical analysis ( SAS, STATA, e-views, R, MatLab, etc.)
and/or programming codes ( C++,SQL, VBA, etc.)
- Excellent MS Office skills - Proficiency in English, ideally improved through an educational/workingexperience abroad - Willingness towork side by side with clients according to project needs.
You are a problem solver, who never loses his/herfocus, can easily build strong relationships and fosters collaboration.
You areable to inspire confidence in our clients and empower change through highmotivation and enthusiasm.
You are challenged by dynamic and evolving workingenvironments, where your leadership skills are highly appreciated.
Businessesare demanding a broad mix of AdvisoryServices as they seek to address the myriad of challenges and opportunitiespresented by a persistently volatile and complex economic environment.
OurAdvisory experts work across the corporate health spectrum covering areas asdiverse as profitability, transformation, technology, risk, growth, structureand operations.
Required data willbe managed in compliance with the European legislative Decree no.
679/2016(General Data Protection Regulation - "GDPR") and later modifications orintegrations.
KPMG Advisory is an equal opportunities employer.