Consultant, Credit Risk Management
6 days ago
Overview:
At 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 Consultant with a quantitative modelling 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 Partner in charge of the Financial Risk Management practice on advisory projects in financial modelling/validation and will contribute to business development.
What you will do:
- Engage in projects related to the financial risk management field, pertaining mainly to credit risk management, credit risk model development, validation, and audit.
- Perform quantitative and qualitative analysis to support project delivery.
- Write detailed reports setting out the approach, observations and recommendations.
- Support to prepare proposals to meet clients’ business needs.
- Support to make presentations to prospective clients and conferences for business development purposes.
- Interact effectively with team members and clients (internal and external).
- Communicate analysis results in a clear and concise manner to relevant stakeholders.
What you bring to this role:
- Quantitative background (graduate diploma in economics, statistics, mathematics, actuarial science or other relevant quantitative discipline).
- Experience in development and/or validation of models for credit risk related models, including AIRB models, economic capital, credit adjudication and/or behavioural scorecards, stress testing, provisions, etc.
- Knowledge of MS Office suite software, ability to work with datasets (SQL), and proficiency with at least one programming language (SAS, Python, R, Matlab).
- Knowledge of financial institutions’ regulatory environment, particularly OSFI guidelines and capital standards (Basel guidelines), as well as relevant accounting standards (IFRS 9), an asset.
- Strong analytical and problem-solving skills.
- Client focus and ability to understand client issues.
- Demonstrated ability to learn and succeed in a fast-paced and multi-tasked environment.
- Excellent teamwork and relationship building skills.
- Ability to clearly structure and summarize a number of concepts and make compelling recommendations.
- Skilled at producing compelling presentations and reports.
- Excellent communication skills (both verbal and written)
Our Values, The KPMG Way:
**Integrity**, 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
**Adjustments and accommodations throughout the recruitment process**
For information about accessible employment at KPMG, please visit our accessibility page.
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