Posted 29 May, 2026
Germany FRC- (Credit Modeling- Risk)-Executive-Mumbai
KPMG
Mumbai,Maharashtra,IN,400063
Full Time
Reference: 218_549848_30045510
Job details
Proposed designation
Executive - Credit Modelling
Executive - Credit Modelling
Role type
Executive
Executive
Reporting to - Senior/AM or above
Geo to be supported
Germany
Germany
Work timings
9.00 AM to 5.30 PM (may vary depending on the work commitments and deadlines)
9.00 AM to 5.30 PM (may vary depending on the work commitments and deadlines)
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.
Roles & responsibilities
We are recruiting for an Executive in the Audit team. Working as an Executive 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.
