KPMG in Singapore is part of a global organization of independent professional services firms providing Audit, Tax and Advisory services. We operate in 143 countries and territories with more than 273,000 partners and employees working in member firms around the world. Each KPMG firm is a legally distinct and separate entity and describes itself as such. KPMG International Limited is a private English company limited by guarantee. KPMG International Limited and its related entities do not provide services to clients.
- Working closely with the Managers / Senior Managers on with a focus on Credit Risk (experience in other risk and regulatory domains is a plus)
- Working with large financial institutions to design and implement solutions that digitise credit origination processes for Corporate / Commercial / Retail loans and digitise internal risk and compliance procedures using various technologies like RPA, machine learning, natural language processing and APIs
- Working with financial services clients to assist them in performing gap analysis, implementation or quality assurance on critical risk and regulatory change initiatives
- Working with clients to understand and analyse their credit portfolios, underlying risks and risk factors to then formulate approaches to develop appropriate credit models
- Development and validation of credit models (PD, LGD, EAD) using statistical methods and the relevant analytical tools
- Ensuring engagement with the client, including presentations and discussions with senior management, to showcase intermediate and final outputs of work-products as well as address on-going queries
- Bachelor’s Degree in Mathematics, Physics, Engineering, Computer Science, Finance, Statistics or Economics
- At least 2 to 6 years of relevant working experience
- Sound experience in relevant regulatory topics – incl. but not limited to IFRS 9, BCBS 239, Basel III / IV, ICAAP, Stress Testing
- Excellent knowledge of one of the programming languages - Python, R, Matlab or SAS
- Possess strong communication, analytical and problem-solving skills with the ability to work independently
Only shortlisted candidates will be contacted by KPMG Talent Acquisition team, personal data collected will be used for recruitment purposes only.
At KPMG in Singapore we are committed to creating a diverse and inclusive workplace. We believe that diversity of thought, background and experience strengthens relationships and delivers meaningful benefits to our people, our clients and communities. As an equal opportunity employer, all qualified applicants will receive consideration for employment regardless of age, race, gender identity or expression, colour, marital status, religion, sexual orientation, disability, or other non-merit factors. We celebrate the different talents that our people bring and support every staff member in their journey to achieve personal and professional growth. One of the ways we do this is through Take Charge: Flexi-work, our flexible working framework which enables agile and innovative teams to help deliver our business goals.