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.
·Review the SA‑CCR Calculations & Implementation
·Perform SA‑CCR exposure calculations for OTC derivatives, SFTs, FX, interest rate products, and cleared trades.
·Review and validate trade‑level attributes: replacement cost, PFE, hedging sets, supervisory factors, netting sets, and collateral impacts.
Model Review & Data Validation
·Ensure alignment with global regulatory requirements: Basel III, Basel IV, BCBS, RBI, FCA, OCC, etc
·Prepare documentation and respond to regulatory/audit queries.
·Risk Analysis & Exposure Monitoring
·Analyze counterparty exposure trends, sensitivity changes, and capital impact under SA‑CCR.
·Work closely with Credit Risk, Market Risk, Treasury, and Front Office on exposure drivers.
·Conduct data quality checks, trade attribute validation, and exception management.
·Partner with Model Validation teams for conceptual soundness, back-testing, and benchmarking.
·Review and enhance methodologies for netting, collateral, and margining.
·Collaborate with Technology, Front Office, Operations, and Regulatory Reporting teams to resolve data gaps and improve exposure computation.
·Participate in global SA‑CCR remediation, transformation, and optimization projects.
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, Quantitative Finance, or a related
field with 2-6 years of experience. A master’s degree or professional
certifications (e.g., CA, FRM, CFA) are highly desirable. Strong
proficiency in statistical tools and programming languages (e.g., SAS, R,
Python, SQL) will be added advantage.
· Experience
working with banks, NBFCs or consulting firms
KPMG – це міжнародна мережа фірм, що надають аудиторські, податкові та консультаційні послуги. В офісах KPMG у 143 країнах світу працюють понад 273,000 співробітників (FY23). Кожна фірма KPMG є незалежною юридичною особою і представляє себе як таку.
KPMG працює в Україні з 1992 року. KPMG в Україні надає аудиторські, податкові, бухгалтерські та консультаційні послуги для місцевих і міжнародних компаній. Нашою метою завжди було використання глобального інтелектуального потенціалу фірми в поєднанні з практичним досвідом наших українських професіоналів, щоб допомогти провідним компаніям досягти своїх цілей.
Офіси компанії знаходяться у Києві та Львові.
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KPMG is a global network of professional services firms providing audit, tax and advisory services. We operate in 143 countries and territories, and in FY23, collectively employed more than 273,000 people working in member firms around the world.
KPMG in Ukraine provides audit, tax, accounting and advisory services to local and international businesses. KPMG has been working in Ukraine since 1992, and our goal has always been to use the firm's global intellectual potential, combined with the practical experience of our Ukrainian professionals, to help leading companies to achieve their goals.
In Ukraine KPMG has its offices in Kyiv and Lviv.
