Social network you want to login/join with:
Credit Risk Assistant Manager, Newcastle upon Tyne
Client:
KPMG
Location:
Newcastle upon Tyne, United Kingdom
Job Category:
Finance
EU work permit required: Yes
Job Reference:
1154ffe9e23d
Job Views:
7
Posted:
26.04.2025
Expiry Date:
10.06.2025
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.
You will apply your skills to a broad range of banking risk issues supporting regional and national propositions.
What will you be doing?
* Assessing model performance
* Replication testing
* Reviewing models against IRB regulatory requirements
What will you need to do it?
* Minimum 3 years’ experience in a credit risk modelling role 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 credit risk models
* Experience of model development and validation including data extraction, user acceptance testing, and developing Retail/Wholesale banking PD/EAD/LGD models
* Knowledge of credit risk processes, governance, and documentation
Key Skills
* Ability to communicate risk/finance requirements of IRB and IFRS9 effectively
* Programming skills in SAS, R, Python
* Flexibility to contribute in a senior capacity across diverse banking risk engagements
* Excellent communication, planning, project management, networking, and influencing skills
* Willingness to work across the UK and internationally as required
Our Locations:
We are open to discussing opportunities for Credit Risk Assistant Managers in the UK. With 20 sites across the country, options include office work, remote work, flexible hours, and part-time roles. Please register and discuss your needs with our team.
Find out more:
Within Consulting, we have various divisions and specialisms. Click the links below to learn more:
* Consulting at KPMG
* ITs Her Future Women in Tech programme
* KPMG Workability and Disability confidence
#J-18808-Ljbffr