• Senior/AM/ Manager::KGS:: Deal Advisory Jobs in Delhi,India

  • KPMG India Pvt Ltd

Job Description:

Senior/AM/ ManagerKGS Deal Advisory

145291BR

Job Description

Roles and Responsibilities

We are recruiting for a Exec/ Senior/Asst Manager/Manager in the Statistical & quantitative Modeling team Your responsibilities will include

Work with our clients in the US , UK, Australian and South-East Asian market to assist them in credit and market risk engagements pertaining to model development/validation, credit policy review, credit origination process review

Key engagement responsibilities would be

Model development of one or more of CCAR/DFAST/ IFRS 9 modelling and PPNR including Stress Testing, Balance Sheet forecasting, Deposit Modelling/PD/EAD/LGD, Loss Forecasting, Underwriting scorecard, Credit Scoring and other behavioural models)

Advanced statistical and quantitative modelling skills (linear regression, logistic regression, ARIMA modelling, Markov Chain, Merton Model, CHAID and other data mining/predictive modelling skills)

Model validation including conceptual soundness, critical assessment of the testing performed by the model developers to support the integrity and accuracy of the model implementation and its fit-for-purpose, designing to evaluate the models predictive power and its robustness uncertainty through the development and use of alternative benchmark models

Experience in validation of pricing models across various classes viz, Equities, Credit, IR, FX, Commodities etc,

Excellence in probability theory, stochastic processes, partial differential equations, numerical analysis, option pricing theory (quant models for pricing and hedging derivatives) Sound knowledge of various simulation techniques like Monte Carlo Simulation etc,

Strong understanding of regulations and guidelines like IAS 39, IFRS9, SR 11-7 or other equivalent guidelines for model risk management

Programming skills SAS, R, Python Expertise is one of these programming language is a must Programming ability in C is preferred

Responsible for key deliverables and engage with Partners/Directors to understand the project scope, business requirements and work with onshore and offshore teams to do successful delivery

Essential skills required
Education / professional qualifications
Advanced degree in Math, Statistics, Economics or any other Analytical disciplines from IIT/ISI OR any other tier1 institute or Btech MBA in finance Professional Certification such as FRM, CFA preferred

Prior Experience Prior experience of working in the Risk Management/Analytics division in large banks and/or tier 1 consulting organizations like Big 4 or captives of top tier banks

Country

India

Location

Delhi

Service Line

Deal Advisory

Job Level

Senior Associate/ Senior Team member

Contract Type

Permanent

Full Time / Part Time

Full Time

About us

Region

EMA

Sub Region

EMA (no sub-region)

Profile Summary:

Employment Type : Full Time
Eligibility : Any Graduate
Industry : Consulting Services, Financial Services/Stockbroking
Functional Area : Banks/Insurance/Financial Services
Role : Risk/Credit/Economic Analyst
Salary : As per Industry Standards
Deadline : 18th Mar 2020

Key Skills:

Company Profile:

Company
KPMG India Pvt Ltdarfix

Salary trends based on over 1 crore profiles

View Salaries

All rights reserved © 2018 Wisdom IT Services India Pvt. Ltd DMCA.com Protection Status