Financial Risk Management - Consultant - Credit risk modeler

Egyéb juttatások
- Cafeteria
- Egészségbiztosítás
- Élet- és balesetbiztosítás
Munkaidő, foglalkoztatás jellege
- Alkalmazotti jogviszony
- Általános munkarend
Biztosított eszközök
- Laptop
Elvárások
- Angol felsőfok és
- Magyar anyanyelvi szint
- 1-3 év tapasztalat
- Főiskola

Állás elmentve

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What we offer:

Competitive salary package + a wide range of cafeteria elements.
Private health insurance, life and accident insurance.
Company laptop and iPhone to support effective work.
Employee wellbeing programs: discounted gym membership and other sports opportunities.
Access to internationally recognized training courses (classroom and online).
Opportunity to participate in large scale corporate and international projects.
Possibility to gain international experience within KPMG.
Hybrid working model.
Opportunity to join volunteer activities throughout the year, with an additional day off provided.
Active community life and regular team building events.

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

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 CRR regulations, IRB-Advanced modelling requirements, IFRS 9 modelling framework.
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.
Strong communication skills, 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.