Senior Manager, Credit Risk Management

OverviewAt KPMG, you’ll join a team of diverse and dedicated problem solvers, connected by a common cause: turning insight into opportunity for clients and communities around the world. Our Financial Risk Management practice is looking for a Senior Manager with a credit risk profile to join our team in the Montreal office. You will be involved in a variety of projects with clients exclusively in the financial services industry, including major Canadian banks, credit unions, Crown corporations, as well as pension funds and asset managers. You will work closely with the Partners in the Financial Risk Management practice on advisory projects in financial modelling and will contribute to business development. What you will doThe chosen candidate will:Manage projects related to the financial risk management field, pertaining mainly to credit risk management, credit risk model development, validation, and audit.Monitor several mandates with tight deadlines and review the analyses produced by the execution team to ensure quality.Coordinate the completion of a variety of risk management projects to add value.Write detailed reports setting out the approach, observations and recommendations.Prepare proposals to meet clients’ business needs, presentations for prospective clients as well as participate in conferences for business development purposes. What you bring to the roleQuantitative background (Master’s or PhD in economics, statistics, mathematics, actuarial science or other relevant quantitative discipline).Extensive knowledge in credit risk management with 5-10 years of relevant work experience.Advanced technical understanding of modelling techniques and their application in the banking industry, namely expert judgement models, survival analysis, classification and regression techniques, time series models, variable selection algorithms, etc.Experience in development and/or validation of internal rating system models (PD, LGD and EAD) for retail and wholesale portfolios.Experience in development and/or validation of models for regulatory capital, adjudication or behavioural scorecards, stress testing, provisions, etc.Knowledge of economic capital calculations, an asset.Knowledge of MS Office suite software, ability to work with datasets, and programming skills (SAS, SQL, Python, R, Matlab).Knowledge of financial institutions’ regulatory environment, particularly guidelines and capital standards (Basel Accords), as well as relevant accounting standards (IFRS 9), an asset.Sense of initiative and strong organizational and priority management skills, ability to work independently.Excellent teamwork, coaching, leadership and relationship building skills.Excellent communication skills (both verbal and written). The position involves working with English speaking clients and the incumbent must be able to communicate with the clients, both verbally and in writing, in English. They also must be able to assist with the preparation of English language documents.This role is hybrid and requires in-person presence in our Montreal Office. Providing you with the support you need to be at your best  Our Values, The KPMG WayIntegrity, we do what is right | Excellence, we never stop learning and improving | Courage, we think and act boldly | Together, we respect each other and draw strength from our differences | For Better, we do what matters KPMG in Canada is a proud equal opportunities employer and we are committed to creating a respectful, inclusive and barrier-free workplace that allows all of our people to reach their full potential. A diverse workforce is key to our success and we believe in bringing your whole self to work. We welcome all qualified candidates to apply and hope you will choose KPMG in Canada as your employer of choice. Adjustments and accommodations throughout the recruitment process At KPMG, we are committed to fostering an inclusive recruitment process where all candidates can be themselves and excel. We aim to provide a positive experience and are prepared to offer adjustments or accommodations to help you perform at your best. Adjustments (informal requests), such as extra preparation time or the option for micro breaks during interviews, and accommodations (formal requests), such as accessible communication supports or technology aids, are tailored to individual needs and role requirements. You will have an opportunity to request an adjustment or accommodation at any point throughout the recruitment process. If you require support, please contact KPMG’s Employee Relations Service team by calling 1-888-466-4778.