Manager-Financial Risk Management

• Strong academic background including at least a bachelor's degree (Mathematics, Engineering, Statistics, or Physics preferred) or equivalent with 7-10 years of experience in Credit Risk Management functions in Banks or Risk Consulting
• GARP, CFA is a +

• Understanding of risk management related to banks, exchange companies, and other financial services companies.
• The candidate should have working knowledge of IFRS9, Credit Risk, and Basel guidelines.
• Knowledge of Probability of Default (PD) / Loss Given Default (LGD) / Exposure at Default (EAD) / Internal Ratings Based (IRB) / Stress Testing
• Understanding advanced modeling and validation methodologies and documentation
• Previous experience in Model development, model validation, or stress testing.
• Should have a good understanding of regulations such as BASEL 2/2.5/3 and their implications for banks.
• Good Analytical/Numerical experience demonstrated by cutting-edge quantitative/statistical analysis projects and experience with statistical packages such as Python/ SAS/ R/ Rshiny/ MATLAB will be a plus.
• Defining problems, collecting and analyzing data, establishing facts, and drawing valid conclusions
• Good Communication skills and ability to develop interpersonal relationships.
• Previous experience in executing engagements on Credit Risk
• Ability to manage multiple projects at a time and inclination to drive business development.
• Previous Banking experience a +

KPMG