Assistant Manager - Credit Risk Modelling

Job description

Assistant Manager - Credit Risk Modelling

Base Location : London

Credit Risk Assurance team is a specialized function within KPMG's Audit Practice, responsible for reviewing and challenging complex statistical models used in financial audits. Our team comprises credit risk analysts from diverse quantitative backgrounds such as mathematics, engineering, physics, econometrics, and statistics.

Why Join KPMG

KPMG is one of the world's largest and most respected consultancy firms, supporting the UK through various economic cycles and upheavals. We stand alongside UK institutions and businesses that shape the nation's economy.

Our flexible working approach allows you to work at client sites, in our offices, or remotely. We are leveraging technology and collaborative spaces to empower our people to deliver outstanding results regardless of location.

What will you be doing?

• Assessing client model documentation (development, validation, monitoring) against accounting standards and industry practices.
• Annotating code from audited entities and reconciling code functionality with documentation.
• Reperforming outputs of audited entities' code by rerunning in appropriate software.
• Estimating model outputs independently using different assumptions.
• Organizing and executing workstreams for these tasks.
• Managing and mentoring junior team members.

What will you need to do it?

Skills we'd love to see / Additional extras :

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