KPMG India | Assistant Manager

Responsibilities

• Develop Regulatory Capital Models compliant with Basel III/IV standards and IRB approaches.
• Develop and calibrate models for predicting Expected Credit Losses under US GAAP’s CECL and IFRS 9 standards.
• Develop and maintain Underwriting and Origination Models including classification models for pre-approval, approve/decline, etc. and regression models for limit setting.
• Design and implement models for Stress Testing and Scenario Analysis.
• Develop and implement segmentation, pool assignment, and scorecard strategies as appropriate.
• Identify and source relevant financial, behavioral, and macroeconomic data, and perform data cleaning, feature engineering, and exploratory analysis to support robust modeling.
• Integrate forward-looking perspectives, scenario weightings, lifetime loss parameters, and macroeconomic linkages.

Qualifications

• Advanced degree in Math, Statistics, Economics or any other Analytical disciplines.
• Any Graduate + MBA in finance with relevant experience/exposure.
• Additional certifications: Professional Certification such as FRM, CFA preferred.

KPMG in India

KPMG is one of the Big Four professional services networks, offering audit, tax and advisory services. The global network was formed in 1987 through the merger of Peat Marwick International and Klynveld Main Goerdeler.

KPMG in India and KPMG Global Services hire chartered accountants and finance professionals for statutory and internal audit, controls and risk advisory, tax, deal advisory and managed-services roles.

• Industry: Audit, tax and advisory (Big Four)
• In India: KPMG in India and KPMG Global Services, with offices across major cities