Company

KpmgSee more

addressAddressBrisbane, QLD
CategoryAccounting & Finance

Job description

JOB DESCRIPTION

Qualifications

  • Strong academic background including at least a bachelor's degree (Mathematics, Engineering, Statistics, or Physics preferred) or equivalent with 7-10 years of experience in Credit Risk Management functions in Banks or Risk Consulting
  • GARP, CFA is a +
Skills and Experience
  • Understanding of Risk Management related to banks, exchange companies, and other financial services companies.
  • The candidate should have working knowledge of IFRS9, Credit Risk, and Basel guidelines.
  • Knowledge of Probability of Default (PD) / Loss Given Default (LGD) / Exposure at Default (EAD) / Internal Ratings Based (IRB) / Stress Testing
  • Understanding advanced modeling and validation methodologies and documentation
  • Previous experience in Model development, model validation, or stress testing.
  • Should have a good understanding of regulations such as BASEL 2/2.5/3 and their implications for banks.
  • Good Analytical/Numerical experience demonstrated by cutting-edge quantitative/statistical analysis projects and experience with statistical packages such as Python/ SAS/ R/ Rshiny/ MATLAB will be a plus.
  • Defining problems, collecting and analyzing data, establishing facts, and drawing valid conclusions
  • Good Communication skills and ability to develop interpersonal relationships.
  • Previous experience in executing engagements on Credit Risk
  • Ability to manage multiple projects at a time and inclination to drive business development.
  • Previous Banking experience a +
Refer code: 1831173. Kpmg - The previous day - 2024-03-22 19:47

Kpmg

Brisbane, QLD
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