Senior Consultant (Credit Risk), Financial Risk Management group, Consulting department
KPMG
- Алматы
- Постоянная работа
- Полная занятость
- Assessment and development of quantitative financial risk assessment methodologies
- Review and development of the client’s risk management system
- Basel capital adequacy framework planning and implementation
- Capital allocation methodology review and implementation
- Implementation of new reporting standards for major banks and corporations including transition to IFRS 9 and IFRS 17
- Reengineering of business processes
- Higher education (Mathematics, Economics or Technical)
- Minimum 2-3 years of experience in development and / or validation of credit risk assessment model (PD, LGD, EA) for banks and other financial institutions
- Experience in developing models for assessing the creditworthiness of borrowers, understanding the specifics of risks in all types of crediting
- Skills of working with large data sets, ability to calculate and analyze, statistical indicators and econometric models
- Experience in writing quality methodological documents
- Knowledge of Python
- Skills in Excel with VBA, as well as R, SAS, MATLAB, etc.
- Good working knowledge of English (at least Upper-Intermediate)
- Excellent communication and interpersonal skills to collaborate with diverse teams and stakeholders
- Ability to work in a dynamic and fast-paced environment
- Full-time employment contract with high-quality benefits, including health and life insurance
- Comprehensive remuneration package, including annual bonus (based on KPI)
- 30 days of paid annual leave and an additional 5 sick leaves per year
- Working in a highly professional, stimulating ang challenging work environment for the company with strong position on the worldwide market
- A wide range of training and development programs, including access to LinkedIn Learning – a platform that offers a broad array of courses to enhance your skills and knowledge
- Prestigious BRAVO award for our most outstanding performers
- Generous referral program: refer a talented friend to join our team, and you can reap the rewards
- Comfortable office space, featuring a recreation room with board games and PS5, a shower, and a coffee machine
- Flexible lunchtime hours from 12:00 to 15:00
- Coverage of taxi expenses for work outside the office locations
- Exclusive privilege program, offering unique discounts from our partners (restaurants, hotels, fitness centers, stores, online learning platforms, and more)
- High-level corporate events, fostering connections and providing opportunities for personal and career growth
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