Assistant Manager - Credit Risk

About KPMG in India

KPMG entities in India are professional services firm(s). These Indian member firms are affiliated with KPMG International Limited. KPMG was established in India in August 1993. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets and competition. KPMG has offices across India in Ahmedabad, Bengaluru, Chandigarh, Chennai, Gurugram, Jaipur, Hyderabad, Jaipur, Kochi, Kolkata, Mumbai, Noida, Pune, Vadodara and Vijayawada.

KPMG entities in India offer services to national and international clients in India across sectors. We strive to provide rapid, performance-based, industry-focused and technology-enabled services, which reflect a shared knowledge of global and local industries and our experience of the Indian business environment.

Credit Risk Model Development and Validation

• Develop quantitative models within the credit risk domain, including IRB and IFRS 9 components.
• Define solutions and frameworks for credit risk stress testing, ensuring internal model consistency and practical application.
• Perform model validation and ensure compliance with regulatory frameworks such as Basel III and IFRS.
• Conduct stress testing for credit risk, incorporating various scenarios and macroeconomic sensitivities.

Tool Development and Implementation for Credit Risk

Policy Formulation and Process Mapping

Stakeholder Management and Communication

Technical Expertise and Continuous Improvement

Market and Geographical Exposure

Provide strategic credit risk insights and recommendations based on diverse market conditions and regulatory environments

Equal employment opportunity information

KPMG India has a policy of providing equal opportunity for all applicants and employees regardless of their color, caste, religion, age, sex / gender, national origin, citizenship, sexual orientation, gender identity or expression, disability or other legally protected status. KPMG India values diversity and we request you to submit the details below to support us in our endeavor for diversity. Providing the below information is voluntary and refusal to submit such information will not be prejudicial to you.

Bachelor's / Master's degree in Finance, Economics, Statistics, Computer Science, or a related field. A master's degree or professional certifications (, CA, FRM, CFA) are highly desirable.