KPMG
Senior - Credit Risk
Job Description
- Strong understanding of capital market products and derivatives across asset classes
- Good knowledge and experience in CCR domain areas such as PFE, EE, EEE, EPE and EEPE computation methodologies, ECL computation
- Good understanding of the Basel norms and its impact on Banks
- Experience working in Capital and RWA computations.
- Ability to operate in both agile and waterfall style project methodologies and understand deliverables required for each methodology.
- Attention to detail and high-quality standards of documentation, processes, and control environment.
- Experience in the full E2E systems delivery lifecycle (SDLC) / Agile framework.
- Detailed knowledge of all Microsoft Office products, i.e. Word, Excel, Power Point, Project, and Visio
- Proficiency in data analysis, virtualization, and BI solutions – SQL, Python, Dremio, PowerBI, Alteryx, Tableau etc.
- Excellent communication, organization, prioritization, and documentation skills
- Flexibility – adapts effectively to changing plans, domains and priorities; Is open and flexible when faced
with changing project constraints
- Deals comfortably with ambiguity – Stays on target to complete goals regardless of obstacles or adverse circumstances.
- Rigorous follow ups through on all commitments to achieve results.
- Excellent and demonstrable understanding of “best practice” approaches to functional testing especially User Acceptance Testing.
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