Manager (Credit Risk)

JOB DESCRIPTION

Role & Responsibilities

As a Manager within the Financial Risk Management ("FRM") Team your role involves developing and implementing risk solutions for financial institutions clients with a focus on credit risk.

Project and Team Related

1. Manage multiple FRM projects and ensure all engagements are planned and delivered within budget and on time.
2. Manage teams as well as senior client stakeholders and be responsible for delivering high quality results and generating effective and impactful solutions.
3. Play a key role in the development of less experienced staff through mentoring, training and advising.
4. Remain current on new developments in Risk advisory services capabilities and financial industry knowledge.

Business Development

1. Establish, maintain and strengthen internal and external relationships.
2. Identify possible opportunities and direct pursuit for new client opportunities.
3. Draw on your knowledge and experience to create practical and innovative insights for clients contributing to KPMG thought leadership.

The Individual

1. Good understanding of credit risk and practical experience in credit risk modeling.
2. Experience in developing and validating credit rating models for financial institutions.
3. Very good knowledge of IFRS9 and Basel guidelines.
4. Thorough understanding for PD, EAD, CCF and LGD model development and validation process.
5. Knowledge of developing and reviewing credit risk framework, policies and procedures.
6. Strong analytical skills and good understanding of Econometric models, tools and techniques used in risk management.
7. Prior experiences in managing and motivating a team in risk related areas, with clear leadership in credit risk.
8. Exposure to business development in consulting (Pre-sales support, proposals, RFP responses).
9. Excellent communication and interpersonal skills.
10. Ability to work under pressure - stringent deadlines and tough client conditions which may demand extended working hours.
11. Demonstrate integrity, values, principles, and work ethic and lead by example.

Qualifications

1. As a minimum a bachelor's degree in a relevant field including Finance, Financial Engineering, Economics, Applied Mathematics or similar.
2. 7+ years of strong financial risk management / Quantitative analysis experience within a financial institutions or Consultancy / big 4 firms.
3. Professional certifications like FRM or CFA recommended but not mandatory.
4. Aptitude for quantitative analysis and strong numerical skills with evidence of advanced financial modeling skills.
5. Proficient in MS Excel and Power Point.
6. Proficient in SAS, Python, R, VBA or SQL.

WHAT WE OFFER YOU

A professional work environment full of challenges and development opportunities.

A competitive salary and benefits package.

Ongoing training and coaching to develop new skills and progress your career.