Assistant Manager - Credit Risk Modelling

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Client:

KPMG-UnitedKingdom

Location:

London, United Kingdom

Job Category:

Finance

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EU work permit required:

Yes

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Job Reference:

e09836578005

Job Views:

24

Posted:

05.05.2025

Expiry Date:

19.06.2025

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Job Description:

Job description

Assistant Manager – Credit Risk Modelling

Base Location: London

Credit Risk Assurance team is a specialist within KPMG\’s Audit Practice, reviewing complex statistical models used in financial audits. Our team comprises credit risk analysts from diverse quantitative backgrounds including mathematics, engineering, physics, econometrics, and statistics.

Why Join KPMG

KPMG is a globally respected consultancy, supporting the UK through various economic cycles. We foster a flexible working environment, utilizing technology and inspiring collaboration spaces to empower our employees.

What will you be doing?

1. Assess client model documentation against standards and industry practices.
2. Annotate code from audited entities and reconcile it with documentation.
3. Reperform code outputs using appropriate software.
4. Estimate model outputs independently.
5. Organize and execute workstreams for these tasks.
6. Manage and mentor junior team members.

What will you need to do it?

1. Understand relevant accounting and financial reporting standards (IFRS9, CECL, etc).
2. Be skilled in statistical techniques in credit risk modeling (LGD, PD, EAD).
3. Read, interpret, and create software code in languages like SAS, Python, or R.
4. Experience managing small teams and mentoring.
5. Strong stakeholder management skills.

Skills we\’d love to see / additional advantages:

1. Experience in financial services.
2. Professional skepticism, objectivity, and independence.

To discuss this or other audit roles, apply by creating a profile, uploading your CV, and starting your journey with KPMG.

Find out more:

• Audit at KPMG
• About our firm
• KPMG Culture & Inclusion
• KPMG Workability & Disability Confidence

For additional support, see our application tips and company values links. KPMG is committed to diversity and inclusion, ensuring fair treatment throughout the recruitment process. We value individuality and diversity as key to delivering excellent client results.

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