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Credit Risk Assistant Manager, Southampton
Client: KPMG
Location: Southampton, United Kingdom
Job Category: Finance
EU work permit required: Yes
Job Reference: 384a74bb83e9
Job Views: 11
Posted: 29.04.2025
Expiry Date: 13.06.2025
Job Description:
The KPMG Consulting function is a cornerstone of our business. Operating from London, we do work that matters, serving the country with diligence and expertise.
KPMG is one of the world's largest and most respected consultancies. We've supported the UK through times of war and peace, prosperity and recession, political and regulatory upheaval. We've proudly stood beside the institutions and businesses which make the UK what it is.
By encompassing a wide range of disciplines across areas such as Strategy, Forensic, Risk and Regulatory, People and Talent, and Operational and Financial Transformation, we become immersed in our clients' organisations, applying sector knowledge and technology solutions to deliver the best outcomes and get it right first time.
Why Join KPMG as a Credit Risk Assistant Manager?
You will advise clients on the impact of changing requirements in provision accounting standards (IFRS9) and Basel credit risk capital requirements (IRB). You will perform technical analysis for workstreams within IRB, IFRS9, and credit risk modelling engagements. Additionally, you will apply your skills to a broad range of banking risk issues supporting regional and national propositions.
Responsibilities:
* Assessment of model performance
* Replication testing
* Reviewing models against IRB regulatory requirements
Requirements:
* Minimum 3 years’ experience in credit risk modelling within a financial or professional services firm
* Practical experience in credit risk modelling techniques
* Knowledge of accounting and risk requirements related to IRB, IFRS9, and other regulatory models
* Experience in model development and validation including data extraction, user acceptance testing, and developing PD/EAD/LGD models for retail/wholesale banking
* Knowledge of credit risk processes, governance, and documentation
Key Skills:
* Ability to communicate risk/finance requirements related to IRB and IFRS9
* Proficiency in programming languages such as SAS, R, Python
* Flexibility and capacity to contribute in a senior role across banking risk engagements
* Excellent communication, planning, project management, and influencing skills
* Willingness to work across the UK and internationally as needed
Locations:
We are open to discussing opportunities for Credit Risk Assistant Managers across the UK, where the team is based. We offer options including office work, remote work, flexible hours, and part-time roles. Please register and discuss your needs with our team.
Learn More:
Within Consulting, we have various divisions and specialisms. Click the links below to explore:
* Consulting at KPMG
* ITs Her Future Women in Tech programme
* KPMG Workability and Disability confidence
For additional support in applying, please click the links to find out more.
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