Overview
This is the perfect opportunity for you if you have…
- 1-5 years of professional experience in credit risk modelling or validation;
- Strong academic background with a degree in a quantitative discipline, such as economics, finance, statistics, or mathematics;
- Demonstrated proficiency in at least one programming language, such as R, Python, SAS;
- Knowledge of Basel III, EBA model development guidelines, and IRB-Advanced modelling requirements;
- Familiarity with IFRS 9 modelling framework and standards is a plus;
- Basic knowledge of bank modelling framework, standards, regulations, and financial products;
- Strong interest in quantitative modelling, portfolio and risk models;
- Familiarity with machine learning algorithms and their application to financial problems is a plus;
- Accurate work style, ability to work both independently and collaboratively in a team;
- Excellent command of written and spoken English;
- High level of flexibility and ability to handle periodic workload peaks.
As part of our team, we will count on you to…
- Participate in various risk management and quantitative risk modeling projects for banking and other sectors;
- Participate in model validation projects for a wide variety of risk models;
- Support audit teams as a quantitative expert during the validation of IFRS 9 ECL models;
- Contact with clients and actively support project planning and coordination;
- In support of business development, participate in customer meetings, prepare and present professional materials.
We’ll provide you the opportunity to…
- Be the part of a young, dynamic and motivated team,
- Improve yourself through on the job learning and professional mentoring
- Work with prestigious clients in Hungary and across the Globe,
- Get to know the most exciting projects in the banking and insurance sector,
- Have flexible working schedule with our hybrid office presence policy and respect for your work/life balance,
- Competitive remuneration package.
About KPMG
KPMG is one of the world's leading audit, tax, legal and business advisory firms, with over 275,000 employees in 142 countries. As a professional services company, our colleagues are our greatest asset, which is why we are committed to creating an environment where our people can do important, value-added work and continuously develop themselves.
We not only claim this, it is also a driver for our day-to-day operations.
We know that to grow, to develop, we need a safe space. A space where our existing and future employees can find and pursue those opportunities that best suit them from a wide range of choices. Whether it's a professional career path, trainings, well-being programs or even volunteering.
At KPMG this space is provided by our frames.
We provide frames that hold opportunities. And you choose the frame that best serves your development, and the one you jump into!
Whether you're a fresh grad dreamer, a thoughtful career planner, or an experienced pro — endless opportunities await you here.
KPMG
Shaping frames to opportunities!
