Financial Services Advisory, Frm, Credit Risk - Singapore - KPMG - Singapore

KPMG - Singapore

Verified Company

Singapore

5 days ago

Posted by:

Wei Jie

beBee Recruiter

Description

KPMG Advisory's Financial Risk Management (FRM) professionals help organizations enhance performance, enable better decision-making and satisfy compliance demands by shaping their risk strategy, improving risk-adjusted performance and implementing pragmatic recommendations.

FRM provides deep industry knowledge, insightful opinions, and technology-enable delivery to help improve processes, governance and strategy to address market, credit, and operational risk

Our global network of experienced professionals offer tailored services to help clients mitigate financial exposures and navigate complex business issues by formalizing capital and contingency plans.

FRM helps clients address complex challenges, create and protect sustainable business value, and transform risk into a strategic advantage.

KPMG Singapore is a leading FRM practice in Asia Pacific and is among the most diverse teams in the region.

We are continually searching for talented individuals to join our team.

The role involves:

Working closely with the Senior Managers / Managers of the Financial Risk Management practice on major Credit Risk and Regulatory projects
Working with large financial institutions to design and implement solutions that digitize credit origination processes for Corporate / Commercial / Retail loans and digitize 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 doing gap analysis, implementation or quality assurance on critical regulatory change initiatives, including IFRS 9, BCBS 239, Basel III / IV, ICAAP, Stress Testing
Working with clients to understand and analyze their credit portfolios, underlying risks and risk factors to then formulate approaches to develop appropriate credit models
Developing credit models (PD, LGD, EAD, impairment, EL, as appropriate) using necessary statistical methodologies with the use of relevant analytical solutions
Working with financial services clients to assist them in risk technology change programs (including, but not limited to following systems
ALM, Basel III, IFRS 9, Liquidity).
Ensuring engagement with the client, including presentations and discussions with senior management, to showcase intermediate and final outputs of workproducts as well as address ongoing queries
Bachelor's Degree in Mathematics, Physics, Engineering, Computer Science, Finance, Statistics or Economics
At least 7 years of relevant working experience
Sound experience in regulatory change
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 problemsolving skills with the ability to work independently