•Proposed designation
Audit Associate- Credit Modelling•Role type
Executive•Reporting to
Grade D (AM/Manager)•Geo to be supported
Germany•Work timings
9.00 AM to 5.30 PM (may vary depending on the work commitments and deadlines)
Roles & responsibilities
We are recruiting for an Audit Associate in the Audit team. Working as an Audit Associate in this team, your responsibilities will include:
·Analysis of the process to calculate risk provisioning including identifying and testing of relevant controls·Assessment of the bank’s development and validation of risk parameters PD, LGD, CCF, as well practical challenges·Assessment of the model components of the risk provision: lifetime risk parameters and staging.·Analysis of the development and incorporation of forward-looking models, ECL (Expected Credit Loss)-data lineages and overlays in the ECL-modelling.·Recalculation of ECL and analysis of ECL-calculation and validation codes, overlay models and forward-looking models as well as the validation of those.·Building relationships with onshore team members sitting across different locations.
This role is for you if you have the below
Educational qualifications
•Bachelor’s Degree or PG in mathematics/ statistics•CFA/ FRM pursuing (with at least Level 1 completed)
Work experience
•1 - 2 years experience in Credit risk modelling.
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.
